Ok, I finally understood the setup. I actually don't see any reason why it wouldn't work.
But the zip file you downloaded is almost 3 years old so I can't make any guarentees that what it contained is really correct. I used to distribute SFML libraries with TGUI back then because there were bugs in SFML 2.1 and SFML 2.2 that affected TGUI. So I actually doubt that these libraries are the real SFML 2.1, they are probably a version somewhere inbetween 2.1 and 2.2.
I would really just get the latest versions (SFML 2.4.1 and TGUI 0.6.10), what you have is 3 years old and contains many bugs. If possible I even recommend updating the compiler and use TGUI 0.7.2, but I understand if the compiler is not something you consider updating. The libraries on the other hand should be up-to-date or else I won't be able to support you much. Both SFML 2.4.1 and TGUI 0.6.10 still support VS2012.
I have binaries for TGUI 0.6 here but I have no idea for which SFML version they are compiled so you will likely have to compile TGUI yourself. That way you can also use any SFML version you want as long as it is 2.2 or higher. I removed support for SFML 2.1 some time ago.
Edit: If you really need SFML 2.1 you can always download
https://github.com/texus/TGUI/archive/v0.6.1.zip and build that one instead of the latest TGUI version. But you will have to build TGUI yourself no matter what you choose, unless you update the compiler and download a binary for TGUI 0.7.