With SDL, it was very simple to make the gameplay window smaller than the actual window itself. The result would be a black border (my cleared/fill color) around the actual rendered window.
It was as simple as typing,
SDL_SetClipRect(_mainWindow, g_ClipRect);
With g_ClipRect being a Rect(x,y,w,h). Sortof like a window within a window.
I was curious as to whether or not SFML has a similar function?