Hi,
There are several approaches to your problem. If you only have two sprites, you can just stop drawing one of them (don't call sf::RenderWindow::Draw()).
But to be flexible and use more than two objects, you can use STL-containers. You store your objects in a container and check each of it for collision with others. If two objects collide, you will delete one of them (according to your logic).
std::vector<sf::Sprite> MySprites;
... // fill container here
// get iterator to the element you want to delete
std::vector<sf::Sprite>::iterator Itr = ...;
MySprites.erase(Itr);
If you aren't used to the Standard Template Library (STL), you could search some tutorials on google or have a look at
http://www.cplusplus.com. Note that the STL is a really important part of the C++ standard library. It's very advisable to know it well when you want to work efficiently with SFML (this applies to many parts of C++).