First off, you should add code tags to make code more readable for people on the forums.
To answer your question, you can actually just pass NULL instead of a "default" sfRenderStates. This tells the SFML inside CSFML to use a default sf::RenderStates. And you can do the same with sfConvexSettings too when you create your window, by the way.
sfRenderWindow_drawCircleShape(renderwindow, shape, NULL);
And just so you know, instead of allocating memory manually for a pointer, I would just create the object normally and then pass the address of said object into the function that wants it. For example,
while (sfRenderWindow_isOpen(renderwindow))
{
sfEvent event;
while (sfRenderWindow_pollEvent(renderwindow, &event))
{
//get events
}
//do stuff
}
Otherwise, you'll need to free that memory manually too. Since your current code doesn't, you've got leaks!