sf::RectangleShape doesn't have a member named 'intersects'. sf::Rect does.
Determining whether two sf::RectangleShapes intersect is non-trivial, because a sf::RectangleShape may be rotated. If you consider that two rectangles are intersecting each other when one completely surrounds the other, then you need a convex polygon clipping algorithm. Otherwise, you need a convex polygon intersection algorithm.
If the rectangles will always have their sides aligned with the axes, just use sf::Rect instead.