You need to ask a far more specific question, with a clear explanation of what you want to do, how you tried to achieve it (with complete and minimal code) and exactly what difficulties or error messages you encountered and why you can't overcome them on your own.
As far as I know there's no reason you can't just declare an ordinary array of sf::Textures, so I can't even guess what your problem might be. If you simply don't know how to declare an array, go learn C++ and stop trying to use SFML until you finish.