The tutorial code can't be simpler:
class MyEntity : public sf::Drawable
{
private:
virtual void draw(sf::RenderTarget& target, sf::RenderStates states) const;
};
MyEntity entity;
window.draw(entity); // internally calls entity.draw
Now I guess that you wonder what to put in the draw function. It's simple: draw all the drawable SFML objects that your class has (VertexArray, Sprite, Text, Shape).
void MyEntity::draw(sf::RenderTarget& target, sf::RenderStates states) const
{
target.draw(m_sprite, states);
target.draw(m_text, states);
....
}