The string you pass to loadFromFile (for any kind of resource) should be a relative filepath, which will be interpreted relative to the current working directory. Typically, the working directory is the same one the executable is in, so try that first. If that doesn't work, your IDE is probably doing something annoying, so google for information on what it does.
Incidentally, this is not unique to anything in SFML. The same rules apply for standard C++ file streams, and pretty much any other library in any other programming language. So if you're not familiar with terms like "relative filepath", do some googling.