Regarding SFTP. You can have the server on the PC or the phone. It’s up to you which fit’s better your needs. Having the server on the PC is more common. Then you can use any file manager to get the needed files from your server/PC. You can also use USB, Samba or other services, but at least here SFTP is the fastest variant.
Unfortunately no SFTP. On the other hand, it has WebDAV support.