AFAIK, sfml does not provide the functionality to read from packed or compressed files, but it can read from stream. So you would just need to find a library (e.g. zlib) to open the data files and pipe it to the sfml readers. Ideally, this would be optional, so you can have your "scattered pngs" during development and then ship packed files.
Regarding speed, if the compression algorithm is not too complicated, the load times can actually be faster if the data is compressed, and all together (less seek time).