What you will need to do is store all of the things you want to draw in a container (like vector or map), so the render function can loop over them.
For example, you could have a base GameObject class with virtual methods for updating and rendering.
class GameObject
{
public:
virtual void update(float deltaTime) = 0;
virtual void render(sf::RenderWindow &rw) = 0;
};
std::vector<GameObject*> objects;
The rendering code could then be like:
void renderGame(sf::RenderWindow &rw)
{
rw.clear();
for(GameObject *obj : objects)
{
obj->render(rw);
}
rw.display();
}
Now you can inherit from GameObject to make your concrete classes (player, enemies, etc). They can have sprites that they draw (or other things like text, etc). Add them to the vector for them to be rendered.
The update function isn't actually needed here, but you might as well move game logic into the class too in the same way rendering has been.