What you may not do, is calling the copy constructor or assignment operator.sf::Music music;
sf::Music music2 = music; // copy constructor
music2 = music; // copy assignment operator
Often, copies are more hidden, for example at parameters or return types.
sf::Music Function();
void Function(sf::Music music);
Apart from that, you cannot store noncopyable objects in STL-Containers.
std::vector<sf::Music> vector;