I think eXpl0it3r meant you would have some kind of TextureManager that stores the sf::Textures in one place, textures that you can access with some kind of key. For the sake of the example keys will be strings, but it can be anything else :
// or ctor
Character::init(TextureManager& textures)
{
mSprite.setTexture(textures.get("MyCharacterTexture");
mSprite.setTextureRect(<my sub rec texture here>);
}
Character::move(sf::Vector2f offset)
{
mPosition += offset;
}
Character::draw(sf::RenderWindow& window)
{
mSprite.setPosition(mPosition);
window.draw(mSprite);
}
Better examples and more structured code is available in the SFML Game Development book. But that should give you an idea. This code has been kept simple