In most scenarios these system calls shouldn't fail, which is why we don't have like a boolean returned from the create function.
In case there was something wrong with the window, which again shouldn't really happen, then isOpen() will return false and some error message will be written to sf::err().
If an OpenGL context couldn't be created as requested, SFML again will write an error message to sf::err().
We don't write very defensively to cover all and every possible case, but instead we make reasonable assumption. So if your system doesn't have a window manager or can't handle OpenGL, then SFML applications may simply crash.
On the other hand when you get an SFML class instance, then you know, you can start working with it and don't need to double check if everything is working fine. Which is part of RAII (Resource Allocation Is Initialization).