it doesn't has much to do with SFML, but i'd create an enum listing your choices
enum choices{CHOICE_FIGHT, CHOICE_FLEE.....};
Then you have some variable telling where your cursor is :
int currentChoice=0;
Then you listen for the player moving the cursor :
const int maxChoices = 2;
if(key.up && currentChoice >0) currentChoice--;
if(key.down && currentChoice <maxChoices -1) currentChoice++;
... Then you do the appropriate action if he press enter :
if(key.enter)
{
switch(currentChoice)
{
case CHOICE_FIGHT: doFight();break;
case CHOICE_FLEE: doFlee();break;
}
}
If you need to add more choices, simply increase maxChoices and add a new case in the switch...
Does that answer to your question?