On the left side you can choose whether you want to change debug or release target settings. Or you can just click on the name of your project (here TGUI-Test) to set them for both. TGUI requires C++14, so check the “-std=c++14” option.
In “Linker settings” under “Other linker options” add ‘-ltgui’ in the ‘Release’ settings and/or add ‘-ltgui-d’ in the ‘Debug’ settings. When linking statically, you have to use ‘-ltgui-s’ and ‘-ltgui-s-d’ instead of course. Also note that the order has to be correct: first tgui, then the libraries from sfml.
When using shared libraries, don’t forget to copy tgui.dll to your project’s folder.