TGUI 0.7 is no longer supported, use a newer TGUI version instead.
This guide is for compiling TGUI on the Raspberry Pi itself, I haven't tried cross-compilation yet.
Type the following in the terminal in order to install tgui. Of course you will have to be inside the downloaded tgui directory.
cmake .
make
sudo make install
The two things to add is linking to tgui and tell the compiler that it uses c++11.
g++ -std=c++11 main.cpp -ltgui -lsfml-graphics -lsfml-window -lsfml-system -o program