You need four variables: delta_x, delta_y, last_x and last_y;
The first two will contain mouse cursor position relative to last frame drawn, the last are used to store previous pointer position.
1. Set delta_x, delta_y to zero.
2. Receive mouse event.
3. delta_x = last_x-event.MouseMove.X; delta_y = last_y-event.MouseMove.Y;
4. last_x += delta_x; last_y += delta_y;
5. Process received values (delta_x and delta_y).
6. Use sf::Window::SetCursorPosition(window_center_x, window_center_y) to set cursor position to window's center.
7. Repeat from step 1.
The method described above is fairly simple and is used by most 3-D games, especially FPS ones.