Yes, warnings should always be reported. They can warn about potential future problems, and if not, they are at least annoying for people like you who use the maximum level warning.
However, these two warnings shouldn't be triggered, it seems like the compiler doesn't understand what I'm doing. sf::NonCopyable is not used polymorphically, it defines a private copy constructor and assignment operator. Which explains why the second warning shouldn' be triggered: classes that inherit from sf::NonCopyable have no copy constructor and assignment operator, because the base class' ones are not accessible.
For SFML, I enable the following warnings:
-Wall -Wextra -Wshadow -pedantic -Wno-longlong