I would not inherit anything but have a sprite (or whatever you need) as a member of your class and give it a draw function that takes an sf::RenderTarget& because I tend to think of my game objects relationship with their graphical representation as a "has a" relationship.
As a side note: as soon as you start to use inheritance for different types of game objects you should stop that and implement a component based game object system. In such a component system every object that is supposed to be rendered has a rendering component. See Tank's blog posts:
http://stefan.boxbox.org/2012/11/14/game-development-design-1-the-component-system/. However, if your game is very simple your approach will make everything work with less headaches.
Have fun and keep us updated!