There's nothing like that in the SFML api as far as I know, but you can probably expose the OpenGL function by including <SFML/OpenGL.hpp> then calling it around your vertex array
glPolygonMode(GL_FRONT_AND_BACK, GL_LINE);
myArray.draw();
myOtherArray.draw();
glPolygonMode(GL_FRONT_AND_BACK, GL_FILL);