Note: effectively, a struct is simply a class with default public visibility. You could also do this by doing this:
class Everything
{
public:
std::vector<sf::CircleShape> circles(50); // 50 circles in a vector
std::size_t numberOfRectangles{ 50u }; // we need a way of knowing how many rectangles are in this type of array
sf::RectangleShape rectangles[50]; // 50 rectangles in an array
}