I am able to compile an app with lib SFML2 in visual studio. I'm having trouble using the command line.

I'm trying:

C:\Users\jake\Documents\cpp\2013\sfml test\hi world>g   -Wall -I"C:\cpp_libs\sfm
l-2.0 - VS2012\VS11x32\include" -L"C:\cpp_libs\sfml-2.0 - VS2012\VS11x32\lib" -l
sfml-main -lsfml-graphics -lsfml-window -lsfml-system hiworld.cpp -o hiworld.exe

C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0xd4): undefined
reference to `_imp___ZN2sf6StringC1EPKcRKSt6locale'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0xfa): undefined
reference to `_imp___ZN2sf9VideoModeC1Ejjj'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x135): undefined
 reference to `_imp___ZN2sf6WindowC1ENS_9VideoModeERKNS_6StringEjRKNS_15ContextS
ettingsE'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x165): undefined
 reference to `_imp___ZN2sf6Window5closeEv'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x17b): undefined
 reference to `_imp___ZN2sf6Window9pollEventERNS_5EventE'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x18d): undefined
 reference to `_imp___ZNK2sf6Window6isOpenEv'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x1a4): undefined
 reference to `_imp___ZN2sf6WindowD1Ev'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x1d5): undefined
 reference to `_imp___ZN2sf6WindowD1Ev'
C:\Users\jake\AppData\Local\Temp\cc9k6cut.o:hiworld.cpp:(.text 0x1ff): undefined
 reference to `_imp___ZN2sf6WindowD1Ev'
collect2: ld returned 1 exit status

This mentions a macro, but how do you do that? ( And I didn't have to, in visual studio. )

you have to define the SFML_DYNAMIC macro in your project's settings. If you don't, you'll get linker errors when compiling your application.

edit: The code is simple:

#include <SFML/Window.hpp>

int main()
{
    sf::Window window(sf::VideoMode(800,600), "SFML hi world");

    while (window.isOpen())
    {
        sf::Event event;
        while (window.pollEvent(event))
        {
            if (event.type == sf::Event::Closed)
                window.close();
        }
    }
    return 0;
}