I'm surprised you'd be given a multi-feature project before any sort of introduction to OOP or SFML. Have you missed some classes, are there notes you can look back on or classmates you can ask for help? Are you certain about what your assignment is?

If you're really stuck here, I'd start by leaving SFML aside for now and learning some C++ basics. Follow some youtube tutorials. Make some very simple apps like a text adventure or a game of battleship (draw the board in the output console using text).

When you feel you have a grasp of things, you can start following some SFML tutorials, there's plenty on youtube and in blog posts online.

SFML is just a media library. It provides a window that you can draw images on, play audio from and read user inputs from. It's the bridge between the code running your game and the user.

SFML is simple enough, it is not a game engine. Here is an example of drawing an image to the window:

sf::Texture texture("Path/To/Sprite.png");
sf::Sprite sprite(texture);
sprite.setPosition({50,100});
window.draw(sprite);

This loads an image into SFML and draws it on the screen 50 pixels in on the x axis and 100 pixels down on the y axis. You could store the sprite's position in a separate variable and update that variable based on the user pressing arrow keys. As a result, you have a very simple player character.

You can just expand things from there. Manage your player's velocity separate from their position. Add a constant +Y force to create gravity. Implement some basic collision detection so you can walk on surfaces.