Check whether an SFTP server is reachable and whether your credentials work, without installing anything. Enter the host, port, and username with a password or SSH private key, and the tester reports what succeeded and what failed.
Connection refused or a timeout usually means a firewall between you and the server, or the wrong port — SFTP is normally 22, not 21, which is plain FTP. Authentication failures with a key are often a format problem: an OpenSSH private key and a PuTTY .ppk are not interchangeable. If authentication succeeds but listing fails, the account is usually chrooted to a directory it cannot read.
Once the connection works, use the online SFTP client to browse and transfer files, or read how to test an SFTP connection for the command-line equivalents.