A common way to do this is to use a shader. The shader calculates where it is from the point in question and decides whether it should draw the thing or not (or something else like black).
For a shader that can do that with circular regions, you could try this one:
https://github.com/SFML/SFML/wiki/Source%3A-Radial-Gradient-ShaderThat can do it. It can also add a gradient (light fall-off if considered a visible area) to the edge, smoothing the appearing and giving the impression that it's less clear at a distance (from the point).
Some other ways will use a render texture.
For example, you can draw the shape - in white on black - of what you want to be visible on a render texture that will be drawn over the entire window (so, it's a white/black mask) and the draw the render texture to the window with multiple blend and the white bits will remain and the black bit will become black.
You can also draw to that render texture with alpha instead of white/black and use that in the blend instead. This way you can use the alpha of images.
Also, you can draw everything to the render texture, then apply the mask, and only then draw the render texture to the window.
An example of this in use to 'clip' a specific image to another image is shown in this post:
https://en.sfml-dev.org/forums/index.php?topic=19505.msg140615#msg140615