Eu acredito que o pacote que você quer instalar é o openssh-server.
sudo apt-get install openssh-server
magnus@mt-dell:~$ sudo apt-get install sftp
[sudo] password for magnus:
Reading package lists... Done
Building dependency tree
Reading state information... Done
Package sftp is not available, but is referred to by another package.
This may mean that the package is missing, has been obsoleted, or
is only available from another source
E: Package 'sftp' has no installation candidate
O que fazer?
Eu acredito que o pacote que você quer instalar é o openssh-server.
sudo apt-get install openssh-server