If you move across to SFML2 then you could use Thor's animation library.
... which you most defenetly should do!
FYI an animation is nothing else than a fast change of images. Or eyes can't really see a difference above 60 images (aka frames) per second, but the animating effect already works with 24 fps or it event works with 12 fps when you just repeate every image twice. Animations with a lower rate as 12 fps will most likely seem to stutter pretty badly.
No to implement such a thing you need a sprite sheet (check
), then you load that into an image (in SFML 2 texture [way faster]) and then just change the subrect to fit one sprite and move to the next one every update call. In the update loop or if you use a class for animation within the class itself, you have to make sure to call the update function for the animation at the wanted rate (60 fps, 24 fps, 12 fps, ...).