The problem I can see here is that if you use the console's "cin"-type input, you block the thread from being able to process the window's events. Yes, using a separate thread could fix this but multiple threads are quite convoluted.
I would suggest, instead, to use the window's events to capture the keypresses and process them yourself. You can still output to the console.
You could capture real-time key presses to output to the console instead of using the SFML window's events.
Another option would be to create two windows. One for the graphics and one for the "console". The console window could be another SFML window but look and act similarly to a console window whilst also allowing access to its events.
If you want to be able to show a console in an SFML window, you could consider
Selba Ward's Console Screen.
Otherwise, you may have to use multiple threads. If you haven't used threads before, this
will take a lot of work and time.
http://www.cplusplus.com/reference/thread/thread/