Then, when ready to draw, you MyString.SetText() a std::string, not an integer directly.
//When paddle is hit...
score++; //Update the score.
//Convert the score to text.
std::string scoreAsText = convert_a_int_to_a_string(score); //'convert_a_int_to_a_string' is an imaginary function that doesn't exist.
//Set the new text.
MyString.SetText(scoreAsText);
//When ready to draw each frame
RenderWindow.Draw(MyString); //Or whatever...
To convert an int to a string, you could use std::stringstream.
std::stringstream is used to format text, similar to how std::cout works (same interface).
std::stringstream formattedText;
formattedText << "Score: " << score;
std::string convertedToText = formattedText.str(); //Turn the data stream into a std::string.
MyString.SetText(convertedToText);