sf::Sprite is just a class that references a sf::Image (or parts of it). So the real image data, i.e. the pixels, are stored inside sf::Image. You normally initialize images once, afterwards you work with sprites. Sprites can be colorized, moved, rotated, scaled, flipped and drawn on the screen.
I don't know whether this answers your question, but your formulation is really unprecise and hard to understand. Same with events, please tell us in a concrete way what you don't understand. By the way, there is nowhere a "Event" function.