ObjModel model;
if (!model.loadFromFile("model.obj"))
{
// error
}
sf::Texture texture;
if (!texture.loadFromFile("texture.png"))
{
// error
}
model.setTexture(&texture);
// ???
// profit
A model and therefore sf::Polyhedron is no different from a standard, vanilla, mainline sf::Shape. The same texture lifetime constraint applies here as well. This is stated in the Polyhedron documentation as well as
the official SFML documentation for sf::Shape::setTexture().
Have you used standard SFML much? Because you should get used to the general feeling of its API before trying out 3DEE. It is more advanced, assumes you know how to use SFML to a certain extent and is generally less forgiving than standard SFML. I only recommend it to people who are comfortable with standard SFML as it is and know how to help themselves. You won't get much support for 3DEE as not many people use it.
Judging by your understanding that
sf::Texture* is a const, whatever you think that means, I also recommend you to get more familiar with C++ as well. Not being comfortable with C++ or standard SFML is probably the worst position to start using 3DEE from.