I am by no means a guru, being a self-taught hobbyist myself, but it sounds like you're doing what I did back when I first learned to program using Python - arbitrarily moving functions off into other .py files to avoid clutter.
I don't think this is generally what is done in C++. Normally you'd have classes handling various tasks, and you could easily pass a pointer/reference to an sf::RenderWindow as a parameter to whatever function in whatever class needs it (among other possible solutions), or give the class a pointer to the sf::RenderWindow as a data member. Better programmers than me probably know better ways of doing this.
I'd take Perde's advice, it sounds like you're not too sure how to organize C++ code. It's not too hard, though, just takes a bit of reading and practice.