This is way too vague/too much of a general topic, than that we can directly help you.
As a first step, if you want something secure search for a different library than SFML, because SFML doesn't provide SSL encrypted connections (i.e. HTTPS), thus anyone would be able to simply sniff the traffic. A good start might be
SFNUL (C++11 required!).
Next you'd have to think about what data you're storing, so you can secure it better.
Furthermore you could think of a way to authenticate with the server and how to further secure the transmission of such an authentication.
Again it's a broad topic, there are hundred of ways to do things. One can really answer such a generic question.