For threading, you'd just let the thread run (i.e. omit the sf::Thread::join() call).
But for your reload mechanic, I wouldn't use a separate thread.
Just create a `sf::Time` variable for the tank, let's call it "reloadTime".
When the player hits the reload button and "reloadTime" is not equal to "sf::Time::Zero", you do nothing.
If "reloadTime" is bigger than "sf::Time::Zero", you draw the reloading animation or icons or whatever.
Every frame you subtract the time passed from "reloadTime", if it's smaller than "sf::Time::Zero", set it to "sf::Time::Zero" and readd ammo.