Since the font is the pure data/information on how the character's shape should look like, it doesn't contain any color information.
You can set a single color on an
sf::Text object (see the
documentation), but if you want two colors on one text, you'll have to probably some extra work.
A straight forward way would be to render the colors and the text to a render texture with the right blend modes and then extracting the text from there.
A more complex but probably more performant way would be to make your own implementation of for text rendering by basing it off SFML's version and add the multi color drawing - no idea if that would work though.
Or you could think about using an image, but with lots of text this is not really an option.