I can give you the full code, but you should try to figure it out by yourself.
But a bit more information can still be helpfull.
First of all I'd suggest you buy a book about C++ and read the section about classes.
It's just nearly impossible to work with stuff when you don't even fully understand the basics.
Second I'd advice you to use SFML 2rc!
Then for simplicity write your own class as suggested by others, that holds the sprite and physical properties like velocity and acceleration. To make it easier you can ignore acceleration and just use velocity.
As for creating/spawing new bullets you could write a function within your application class, which inistanciates a new bullet object and pushes it on to a
std::vector.
Now you just have to call that function whenever you press a key and a new bullet gets created.
The moving part should be outside the KeyPressed-check statement and should move the bullet relative to the framerate or relative to a fixed timestep and make use of the bullet velocity property.
Since it's hard for beginners to understand the movement relative to the framerate, here's an example:
sf::Clock clock;
float dT = 1.f/60.f;
float speed = 5.f;
while(window.isOpen())
{
// Event handling
// Updating
sprite.move(speed*dT, speed*dT);
// Draw
dT = clock.restart().asSeconds();
}
For fixed timesteps I can refere you to
this article.