It may be because you forgot to set any of the colors, but you've actually forgotten to include SFML\RenderWindow.hpp so this shouldn't compile. My mistake, RenderWindow.hpp is included in Graphics.hpp. You should try setting the colors of the shapes and the glClearColor.
They're what you're trying to build your quad out of. You're plotting four of them in your program, using the glVertex3f method.
In order for that quad to draw, you need to plot four vertices in a counter-clockwise order.
Two observations, though. First, as Disch pointed out, this is an old way of doing things in OpenGL. You're essentially relying on old methods that use fixed-function pipelines. These more or less went out the window when OpenGL 2.0 came into play little under a decade ago. My advice would be to take a look at the arcsynthesis link Disch posted. It's one of the better OpenGL tutorials.
Second, if you're not sure what vertices are then I'd say you've skipped ahead a few chapters in OpenGL. You'd probably benefit from taking it back a couple of steps. My advice, again, is to read Disch's link. There are geometry primers in there that will help with stuff like this.