Normally, you would add a system dependency on sdformat, which is released with Hydro. Unfortunately, it does not seem to have been defined via rosdep yet. You should probably contribute the missing definition to fix that problem.
Then, in your package.xml, add:
<build_depend>sdformat</build_depend>
<run_depend>sdformat</run_depend>
With sdformat installed, in your CMakeLists.txt, find the SDF system library:
find_package(PkgConfig REQUIRED)
pkg_check_modules(SDF sdformat REQUIRED)
include_directories(include ${SDF_INCLUDE_DIRS})
Then your own code will need something like this to build with it:
add_executable(your_node ${YOUR_NODE_SOURCES})
target_link_libraries(your_node
${catkin_LIBRARIES}
${SDF_LIBRARIES})
Are you trying to build sdformat in a catkin workspace or just link to a system install of sdformat?
Specifically, I'm trying to get a package that uses the SDFormat library to build on the ROS build farm.