its kind of dense reading if you aren't up to snuff on your highschool geometry. The use of atan2 is to get an angle in radians from the difference of 2 points. So to use atan2 you'd subtract the origin x, from the dest x, then the origin y from the dest y, and then atan2(diffx,diffy), to get the angle in radians.
sf::Drawable::setRotation doesn't accept angle in radians though, so if you tried just using the raw output of atan2, you'd get some goofy results; degrees from radians is = radians * (180/PI).
Now for movement you need sine and cosine. to calculate where you would land on the line, at some speed, you
newx = speed * cos(radians); //cosine calculates the x movement from speed
newy = speed * sin(radians); // sine calculates y movement from speed
repeat until the sprite is approximately at the coordinates of the mouse click.