Custom destructors are not necessary when the default destructors will do the job required.
That is, they have implicit destructors and they are called whenever they are destroyed.
If you are using manual memory management with raw pointers and
new to store SFML objects, yes, you can remove them with
delete.
However, consider instead using smart pointers (
std::unique_ptr<sf::Texture> texture; instead of
sf::Texture* texture;, for example) as
they're much safer.