You cannot set centre of a sprite, as there is no such function. You can implement your own function, or use the existing function - which is sf::Sprite::SetPosition - to align the centre of the sprite to the body's centre of mass. You can do it like this:
b2Vec2 bodyPos = body->GetPosition();
exampleSprite.setPosition(bodyPos.x - bodySize.x, bodyPos.y - bodySize.y);
Note that you might need to mess around with the second parameter of the setPosition function if gravity is negative in your world (i.e. b2Vec2 gravity(0.0f, -9.81f)). This works for me:
exampleSprite.setPosition(bodyPos.x - bodySize.x, - (bodyPos.y + bodySize.y) );
There are other ways of doing this, but I think that is the easiest.
Also note that you will have to declare bodySize yourself, either as a b2Vec2 or a sf::Vector2f. I don't recall there being anyway of getting the dimensions of a fixture or body, I think you will have to set it manually.