//resource.cpp
void CResource::loadGoomba()
{
sf::Texture texGoomba;
...
}
Well, declaring the sf::Texture and sf::Sprite inside a function means that they are now local to that function. The stuff in your main will never be able to see them.
Make sure you have a good understanding of C++ before you dig too deep into SFML.
Also, don't forget about the code tags. It makes things much easier to look at. ;)