Steps to connect SFTP via FileZilla ftp client

Step 1: Open FileZilla from your local PC
Step 2: Enter the address of the server in the field Host, located in the Quick connect bar.
Step 3: Make sure the host name should be like sftp://example.com, sftp://YourserverIP
Step 4: Enter the cPanel user name in the username field, kindly note that SFTP is available only for cPanel user.
Step 5: Enter correct cPanel password
Step 6: Enter the port number. (By default port 22 for SFTP or the custom defined port number for SFTP)
Step 7: Click on Quick connect or press Enter to connect to the server.
Step 8: Click OK when you get a warning about an unknown host key.