The first step is to connect to the server daemon via the management console (TSRMC). After that, you need to create a domain to assign a listening IP/port combination to provide FTP, SFTP etc services. The service won't enable the SFTP by default.
Specifically, to enable SFTP:
1. Go to Domain -> Connection tab, and enable SSH, assign a SSH port number (defaulted to 22).
2. Use the Create Key Pair button to create an SSH host key pair.
3. Press the Apply button to restart the domain.
Now the SFTP service is ready to accept incoming connection.
For more information please refer to the 'Getting Started' section in the help manual.
If problem occurs and you need help, please always review and forward the server log which can be opened by the 'Red Book' button found on the toolbar.