I have a texture in the sprite and I want to make background invisible (white color).
sf::Texture texBohatera;
texBohatera.loadFromFile("bohater.png");
sf::Sprite bohater;
bohater.setTexture(texBohatera);
Something like this should work.
sf::Image image;
image.LoadFromFile("bohater.png");
image.CreateMaskFromColor(sf::Color::White);
sf::Texture texBohatera;
texBohatera.LoadFromImage(image);
sf::Sprite bohater;
bohater.SetTexture(texture);
(Disclaimer, I didn't test it because I don't want to install SFML)