eXpl0it3r's answer was to insert a GIF image into a post on the forum as your question wasn't particularly clear.
It's clear now that you want to use a GIF in a SFML-based program. The answer is to load it into a texture (or image) in the same way that you loaded a PNG image. SFML cannot load GIF animations, though; it will only load the first frame. If you require animations, you should use an image editor to copy the frames in the GIF onto a single image and change the texture rectangle of the sprite to change the frame shown (or use something like
Selba Ward's Gallery Sprite
)
P.S.: I am new xD
Welcome!
EDIT: fixed Selba Ward link