Sorry I'm getting back to this so late. I noticed a few things missed.
You can use SFML and OpenGL together, with using both the SFML Graphics library and OpenGL. It was designed to handle that. Or you can use the individual modules without the Graphics library: http://sfml-dev.org/tutorials/2.1/window-opengl.php
As for all the sf:: functions, classes, and keywords, I tend to use the reference to look and see what everything does: http://sfml-dev.org/documentation/2.1/annotated.php
For instance, finding out what keys you can detect (and conviently, how to detect them): http://sfml-dev.org/documentation/2.1/classsf_1_1Keyboard.php
If you have any specific questions while learning and using SFML, feel free to start a thread and ask. Several of us use it.