How do I fade out a sprite?
If the question is just about how to control its alpha value, use
.setColor on the sprite and use the fourth value (alpha) in the colour (keep the colour as full white).
e.g.
sf::Color(255, 255, 255, 255) = fully opaque.
sf::Color(255, 255, 255, 128) = half transparent.
sf::Color(255, 255, 255, 0) = fully transparent.