SFTP versus FTPS
There is a great deal of confusion and misunderstanding surrounding two very different protocols: SFTP and FTPS.
FTPS stands for "FTP over SSL/TLS". It is the existing FTP protocol, made to run over an SSL/TLS connection; in this manner, it is very similar to HTTPS (HTTP over SSL/TLS). In fact, that is where the name "FTPS" comes from. Since FTPS is still FTP, any FTPS sessions require multiple TCP connections: one TCP connection for the FTP control channel, and separate TCP connections for each FTP data channel. The need for these multiple connections is undesirable for many network administrators, especially those that wish to restrict all protocols to a single TCP connection which can be passed through firewalls/NAT/router equipment. The network equipment, now, often inspects the application-level data in FTP packets in order to dynamically open the necessary firewall rules for the FTP data channels. However, FTPS encrypts those packets, and thus the network firewall must resort to using a statically configured range of ports, or not allow FTPS. There is a third solution: the CCC FTP command, which clears the FTP control channel of encryption, once the user has authenticated.
SFTP refers to "Secure File Transfer Protocol", and is not related to FTP in any way. SFTP is based on the SSH2 protocol, which uses binary encoding of messages over a secure channel. Unlike FTP, SSH2 only uses a single TCP connection, and multiplexes multiple transfers or "channels" over that single connection. For this reason, many sites prefer SFTP to FTPS for secure transfer of data.
If you want to add SFTP support via ProFTPD, you need to configure
mod_sftp module which implements the SSH2 protocol and its SFTP subsystem, for secure file transfer over an SSH2 connection.
As Plesk doesn't support such configuration all changes should be done manually. Addidtional details avaliable on ProFTPD site