For text input, you're supposed to use sf::Event::TextEvent instead of keypresses - it wraps this for you.

TextEvent gives each character, when entered, as a UTF-32 character in a Uint32. I haven't messed around with Unicode before, but I think SFML also provides a way to convert it - check out this thread on the SFML forums.

I was actually just working on getting a user's name today. Here is a snippet of the code I used:

while( window.pollEvent(event) )
{
switch( event.type )
{
case sf::Event::TextEntered:
if( event.text.unicode < 128 )
{
std::string name = playerName.getString();
if( event.text.unicode == 13 ) // return key
{
// finished entering name
} else if( event.text.unicode == 8 ) { // backspace
if( name.size() > 0 ) name.resize( name.size() - 1 );
} else {
name += static_cast<char>(event.text.unicode);
}
playerName.setString( name );
}
break;
// ... more cases
}
}