Rotation in SFML is the rotation (in degrees) of the actual visual representation. SFML also has an actual position.
For movement of the usual transformables, you can either set a new position or use the move() method to specify just the offset.
If you wish to move an object a at a specific angle, you will need to calculate the horizontal and vertical offsets yourself.
There are lots of resources about doing so (google it!) and there are libraries that do it for you too.
Thor, for example, has
Polar Vectors, which could come in handy for you here.