What is the difference between a coupled inductor and an actual transformer? The LT3757 datasheet mentions that I need a coupled inductor for the SEPIC to work
You don't have to use coupled inductors in a SEPIC configuration. The main advantage is that you can get by with lower inductance windings. If the two inductors are closely coupled, the ripple current is divided between them and the required inductance is halved. So if you want to replace a coupled inductor which has two 3.3 uH windings, you would need two individual inductors of 6.6 uH each at the same current rating.
I am no absolute expert on SEPIC converters, but as far as I can tell from the data sheet, individual inductors should work: "As shown in Figure 1, the SEPIC converter contains two inductors: L1 and L2. L1 and L2 can be independent, but can also be wound on the same core, since identical voltages are applied to L1 and L2 throughout the switching cycle." A coupled inductor may have been suggested because it uses less board space: "By making L1 = L2, and winding them on the same core, the value of inductance in the preceding equation is replaced by 2L..."