Get a colored ring from a website (EX: http://www.perfectsync.com/rt/DevTools/GfxToolsSamples/ColorRing.jpg ).
Then follow the rotation guide here: http://www.sfml-dev.org/tutorials/2.1/graphics-transform.php .
You can have a for loop that rotates the entity at a certain speed that can be regulated by a sleep function. See: http://stackoverflow.com/questions/6134679/delaying-for-milliseconds-in-c-cross-platform#answer-6134712 .