SFML already uses OpenGL or OpenGL ES behind the scenes to do rendering.
But if you want to set up an OpenGL context independently from SFML's usual rendering process, then this page explains this in detail: https://www.sfml-dev.org/tutorials/2.5/window-opengl.php
I would try to understand the site's tutorials first, and then when you have a particular issue, either describe the actual problem on here or on SFML's dedicated forum.
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If you've never set up OpenGL before, or have never set up SFML before, I don't suggest starting two new things at once. If you're interested in OpenGL, I would follow a tutorial at a site like http://www.opengl-tutorial.org/
Migrating to using SFML as the window context won't invalidate your knowledge of OpenGL.