You can avoid pointers in this case by just returning a reference instead of copy:
std::vector<Enemy1>& Enemy1Manager::getEnemies()
notice the added ampersand (&)
Then, the thing returned would be a reference to that vector; it can be used as if it was the original vector:
getEnemies()[2].setPosition(1.f, 2.f);
Regarding setPosition and sf::Transformable, for a class to have setPosition as its method, that class would inherit from sf::Transformable. Since you didn't provide the declaration of the class (Enemy1?), the inheritance was not shown.