Using separate views for the "scene"/"level" and a UI overlay can make a lot of sense.
This way can allow you to (for example) let the scene lock aspect ratio while the UI scales to match the window or maybe the UI splits and locks to certain areas.
The only thing you need for a "clickable region" is a region to test if it's been clicked. That is most likely going to be a rectangular region so you can just use an
sf::Rect and then use its
contains method to see if the position the mouse was in when it was clicked in inside that region.
Note that this applies not only to clicking but also to touch, "fire"/"action" of a moving sprite (representing a form of cursor) whether that be joystick, keyboard or whatever.
Aside from that you will most probably want something visual to "click". This could be anything since the actual region is defined above so you could draw an
sf::RectangleShape or
sf::Sprite that matches the region exactly or it could be irregular.
Another option would be to use a rectangle shape or sprite and use its global bounds for the rect. This is less flexible and it's often more useful in the long run to separate the visual representation from its "collision box".