I can't give you a short and sweet example, but I can give you an explanation:
After drawing your scene:
- switch to a render texture the size of the screen
- clear it
- bind shader
- set blend mode to additive
- loop through lights:
> set the light uniforms
> draw square that represents the light (tightest fit possible to limit the number of fragments the shader is run on)
- switch to main framebuffer
- switch blend mode to multiplicative
- render the render texture
Also, you can use Let There Be Light if you don't want to do it yourself, you will get shadows as well then
http://en.sfml-dev.org/forums/index.php?topic=6635.0