The difference between SFTP and FTP is security and architecture. SFTP transfers files over an encrypted SSH connection on port 22, while FTP sends credentials and data in clear text over ports 20 and 21. SFTP is the secure modern standard.
FTP transmits your username, password, and file contents unencrypted - anyone on the network path can read them. SFTP encrypts the entire session over SSH.
FTP uses port 21 for control and a separate data connection, which complicates firewall and NAT configuration (active vs passive mode). SFTP uses a single connection on port 22, so it is far simpler to secure.
You can try all of this without installing anything using FlowSetu's free online SFTP client.
Try the free online SFTP client — connect to any SFTP server from your browser, no install required.