Im trying to derived from sf::RenderWindow class.
and my question is what are my disadvantages if i do this?
"Why not" is the wrong question. If you do something, you should have a good reason to do it in the first place, not have no reason against it.
Just a WindowManager class that has full of static members.
... and you call that "just"
Don't do that. Both "managers" without clear area of responsibility and "full of static members" are very bad habits. They seem to simplify things, but make everything more complex as soon as you move away from the most basic designs.
Find a good use case for your class, and name it appropriately. Split where necessary.