http://sfml-dev.org/documentation/2.0/classsf_1_1Music.php
SFML does not have mp3 support as another has suggested. What I always do is use Audacity and make all my music into ogg, and leave all my sound effects as wav.
Loading and playing a wav is simple (crude example):
http://www.sfml-dev.org/tutorials/2.0/audio-sounds.php
#include
...
sf::SoundBuffer buffer;
if (!buffer.loadFromFile("sound.wav")){
return -1;
}
sf::Sound sound;
sound.setBuffer(buffer);
sound.play();
Streaming an ogg music file is also simple:
#include
...
sf::Music music;
if (!music.openFromFile("music.ogg"))
return -1; // error
music.play();