Use the API's types as much as you can. But if, like SFML, you can't expose these types in public headers (because you don't want to expose GL / AL headers to the user), then replacing them with their native equivalent is the only choice you have.
To know whether it is safe or not, you have to look at the definition of the type. Since OpenGL and OpenAL are specifications, not libraries, you have to look at the spec documents. For OpenGL, types are defined by a fixed size and a description. So theoretically it would be safer to use sf::Uint32 for GLuint, for example. In practice this is not a problem, as long as you're playing with "common" processors.