Have you tried the fully-qualified path?:
if (!texture.loadFromFile("C:/Users/YOUR_USERNAME/My Documents/Visual Studio 2013/Projects/ConsoleApplication1/ConsoleApplication1/Images/catz.png"))
return EXIT_FAILURE;
If that works, it's a problem with it looking in the wrong folder.
If it doesn't (and you're certain that the fully-qualified path is correct), then the file may be corrupt (or unsupported).
p.s. I find it odd that you're using the ConsoleApplication project to draw to a graphical window
p.p.s. Consider creating an empty project to start with.
Most likely because you're not adjusting the texture rect of the sprite.
I was thinking that too but I looked again and it seems that the texture is set (after loading) on a sprite that had no previous texture so should automatically adjust the rectangle.