No, and that's rather not SFML's task. I think some IDEs support resources being compiled into the exe, but I am not sure because I haven't used this feature yet. Do you really need that, why don't you load resources at runtime?
Well, I can load them at runtime if I have to. One nice thing about loading from resources is that it eliminates one way for people who don't know what they're doing to screw things up.
In wxWidgets, there isn't direct support to load certain things from resources, but there are ways to do it with streams. I was thinking that since SFML can load images and sounds from memory, maybe there's a way to do it from resources. But if so, I can't really find any instructions on that.
But if there's no way around it, I'll just load the files at runtime.
No. For example, there are also displayed fonts (sf::String) or graphic primitives (sf::Shape). All the classes derived from sf::Drawable can be drawn. In the tutorials those things are explained further.
Right. I wasn't really thinking of those when I said that. I guess what I meant is that every preexisting image is going to be a sprite no matter what it's size and purpose is, right?