Depends on whether you want to do something as long as both keys are down, or just the moment they are pressed.
The first is real easy - look at Input in the tutorial. It's in the chapter about event handling. Just be aware that Input in SFML 1 is not synchronized with events, meaning that Input may tell you that a key is down, before you get the corresponding key pressed event. So this can cause problems under certain circumstances, if you mix events with input.
The second is a little more tricky, as key pressed events are handled in the event loop, one key after the other, and never at the same time. This raises a few more questions: Should the thing happen when 'A' is held down, and 'D' is then pressed? Should the thing happen when 'D' is held down, and 'A' is then pressed? Or should the thing only happen if 'A' and 'D' are pressed down at approximately the same time?
And to the second question:
Input only tells you about the state of things, such as whether a key or mouse button is down or not, or where the mouse cursor is on the screen.
Events refer to the moment when keys are pressed or released, when the mouse cursor is moved, window looses focus, etc.