you'll need to use the event queue for that. Think about it, it doesn't make sense to constantly check if mousebutton is released, released buttons are move like switches they can be on or off. when you're not using an event queue and you press the mouse button, it registers more than one click, so every time you let go of the mouse button it would register several times. I cant think how that would be useful.
here's how to do it with an event queue:
sf::Event event;
while (mWindow.pollEvent(event)) {
switch (event.type)
{
case sf::Event::MouseButtonReleased:
//do something
break;