You don't get direct access to the window plane itself. SFML let's you set a color for the whole window though.
If you want to manipulate a pixel on the window, just create an sf::Image with the same size as the window, then call the SetPixel() function, add it to a sf::Sprite and draw the sprite to the window.
If you're using SFML 2, it would be slightly more complex. You'd either use an sf::Image use the setPixel function, convert it to a sf::Texture, add it to a sf::Sprite and draw it, or use your own pixel array, then use update() of a sf::Texture, add it to a sf::Sprite and then draw it.
The second version is faster.