Hello irisetto,
If I get it, you've created three separate projects for each window (menu, help, game), which means you have three software (three executables) each one with its own game loop. If this is the case you are doing it wrong.
1 - You only need one project (one game loop, one executable)
2 - What you are trying to build is commonly called "
Games States" and it can be done with a "
State Machine" (it's not the only method though
)
3 - You can search "SFML game state" or refer directly to the source code of SFML Game development book, chapter 5
https://github.com/SFML/SFML-Game-Development-Book 4-
A simple solution would be to use "if else" or "switch" statement and draw only what needs to be drawn (menu, help, game)