Unable to include SFML header files in CLion proje

I'm quite new to CMake and C++ in general, so today I've tried to import an external library like SFML to my project in Jetbrain's IDE CLion, but without any luck.

After spending a whole day learning about CMake in general and making SFML work with CMake in particular, I've finally managed my project's CMake to find the SFML library files.
However, when I approached a header file of my own to include a SFML header, I encountered a problem as it didn't find any headers from the library - And by that I mean the #include directives.
Since I am a newbie, I'm quite lost here.

Here's my CMakeLists.txt file:

# Set CMake's minimum required version
cmake_minimum_required(VERSION 3.5)

set(CMAKE_VERBOSE_MAKEFILE on)

#Set CMake's project name
project(testproj)

include_directories("${PROJECT_BINARY_DIR}")

#Set CMake's flags
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++11")

#Set source files
set(SOURCE_FILES Animal.cpp Animal.hpp ConstantValues.hpp Enums.hpp Mamal.hpp Mammals/Lion.cpp Mammals/Lion.hpp)
add_library(testproj SHARED ${SOURCE_FILES})

#Set CMake's module path to find the SFML Lib
set(CMAKE_MODULE_PATH "${CMAKE_SOURCE_DIR}/Modules/" ${CMAKE_MODULE_PATH})
set(CMAKE_PREFIX_PATH ${CMAKE_PREFIX_PATH} "C:\\SFML\\SFML-2.3.2")

#Find the SFML lib
find_package(SFML 2 REQUIRED audio)
if (SFML_FOUND)
    include_directories(${SFML_INCLUDE_DIR})
    target_link_libraries(testproj ${SFML_LIBRARIES})
endif (SFML_FOUND)

It is worth noting that I'm working on Windows and I look only for the audio module in SFML.
What am I missing?

OK So I've managed to pull to this off thanks to @Tsyvarev's help. When I realized that the problem is related only to the #include directives and not the CMake script, I took a bit deeper look in it and found out that opposed to SFML's official documentation, the header files for each module are located under their matching directory.

So for example to include a header file from the audio module, I should do this: