How to use external libraries (SFML) with MinGW in the simplest way possible

Hi everyone.

I am currently using very simple tools for learning C++.
I'm writing my code in either of vim or sublime text, and compiling in command line using GCC/g++.

I would like to set up SFML so I can play with graphical elements, but when I search as to how to set up SFML, all of the topics I get are along the lines of "how to set up SFML for Visual Studio," "How to set up SFML in Code::Blocks", or instructions on how to compile the source code using Cmake to set up Static linking.

My question is, do I really need to do all this? Can I just copy the appropriate DLLs into my project folder, and #include them in my source code? Are there any dependencies that are not included in the DLLs that I would have to include somehow? My Google-fu seems to be kind of failing me.

I realize that this question is kind of specific to SFML, and so it might be more appropriate to ask on the SFML forums, but this is also the first library that I've tried using in C++, so I suspect that I might be missing some "common/assumed" knowledge as to how this stuff works.
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