then have it like one image? If you want it to be static you don't need it in separate parts. If you want the sprites to change over time or when something happens then you are forced to do like I said.
What you more or less wants/describes are creating an image at runtime(which is available in SFML2). But since it's for a game you can simply have the image already premade with all the separate parts in it.
Though if you like I said, want the parts to change, like position, size, image and so on then you have to do it like I said or something similar. Here "drawing a sprite to a sprite" would only mean that every time we change the object's state in a way that the parts are affected we would have to do everything again.