what does "compass direction" means ? I've tried your code and it works just fine, however you can only turn by multiples of 7 degrees.
Perhaps what you want to do is depend on the frame.
if (sf::Keyboard::isKeyPressed(sf::Keyboard::Left))
Ship_s.rotate(-30*frameTime);
if (sf::Keyboard::isKeyPressed(sf::Keyboard::Right))
Ship_s.rotate(30*frameTime);
if (sf::Keyboard::isKeyPressed(sf::Keyboard::Up))
Ship_s.move(500*sin(Ship_s.getRotation()*3.14159265/180)*frameTime, -500*cos(Ship_s.getRotation()*3.14159265/180)*frameTime);
if (sf::Keyboard::isKeyPressed(sf::Keyboard::Down))
Ship_s.move(-500*sin(Ship_s.getRotation()*3.14159265/180)*frameTime, 500*cos(Ship_s.getRotation()*3.14159265/180)*frameTime);
where i get frameTime by mesuring how long did the last image to get printed.
Note that I make these calls outside of the pollEvent function.