I would find it comfortable to specify whether the sf::Window is initially hidden. This covers also the case where the programmer wants to create windows that are invisible at startup.
This could be either achieved through a default parameter in the constructor and Create(), or a Create() call paying attention to parameters that have been set in advance. I prefer the first option, since 1. it's more intuitive when Create() completely overwrites the current state, and 2. it avoids the need to default-initialize the window just to set one parameter and call Create().