You haven't named your platform, but I presume it's some flavor of Linux running X11. If so, this is most likely a name conflict with the Screen struct defined in X11/Xlib.h. SFML is almost certainly using Xlib behind the scenes to interact with the windowng system.
Because Xlib is a C library, all symbols it defines live in the global namespace. Fortunately in C++ you have the option of putting your Screen class in a namespace of your choosing. As long as you then refer to it by its fully qualified name, you can avoid the name clash.