As you can see in https://github.com/LaurentGomila/SFML/blob/master/src/SFML/Audio/SoundRecorder.cpp#L81 SFML currently uses the default capture device for sound input.

It would be really nice to be able to chose the capture device.
It's not to hard to implement. alcGetString(NULL, ALC_CAPTURE_DEVICE_SPECIFIER); returns a list of all available capture devices. That could be stored and then via a function the user could chose the device.

Also see this forum post: http://en.sfml-dev.org/forums/index.php?topic=7720.0