Because so far I understood it, with RealTime Input I only can detect if a key is down but I can´t detect a single Key press with it
Yes, that's exactly why you need events.
You don't want to handle SFML events "everywhere in the program". It's not a good idea to do that with real-time input either, despite the global nature of the
sf::Keyboard class. Inside the game, you should have exactly one class that is responsible for input handling, and that translates raw input (such as "Space key pressed") into high-level actions (such as "Jump"). These actions are then disclosed to their recipients, mostly in the form of a method call like
player.jump();If you need an automated way to do that, you can have a look at
Thor.Input. But it's also a good idea to do it once yourself, in order to learn the principles.