From the for everyone publicly available and easy to read documentation (http://www.sfml-dev.org/documentation/2.0/classsf_1_1SoundBuffer.php#af8cfa5599739a7edae69c5cba273d33f):
bool sf::SoundBuffer::loadFromMemory (const void * data, std::size_t sizeInBytes)
Load the sound buffer from a file in memory.
Here is a complete list of all the supported audio formats: ogg, wav, flac, aiff, au, raw, paf, svx, nist, voc, ircam, w64, mat4, mat5 pvf, htk, sds, avr, sd2, caf, wve, mpc2k, rf64.
It's now your job to determine if that DDP file matches any of the supported formats. This can either be done, by reading more about the format or simply testing it. ;)