There are two different methods for detecting keyboard input. When the first time the key is pressed, an KeyPressed event gets sent to the event stack. Similarly when the key is released, a KeyReleased event gets sent to the event stack.
However, if you want to track whether a certain key is being pressed at the moment, it's a bit tricky to keep track of these events. Instead the way to test if a key is being pressed right now, you can use the function sf::Input::IsKeyDown(key). So to test if the user is pressing two keys, say up and left, you can go
if(IsKeyDown(up) && IsKeyDown(left))
I wouldn't try the OO approach until you understand sfml a bit better.
What is your syntax error saying? Obviously I'm only writing in pseudocode, so don't copy and paste what I've been typing directly into your code.