To connect via SFTP are required 3 steps for new installs!
1) Make the steps for create a user and password for SFTP like (https://easyengine.io/tutorials/linux/setup-sftp/).
2) Then check the file to allow authentication via login /etc/ssh/sshd_config using this command:
sudo nano /etc/ssh/sshd_config
Then, change the line
3) After making the changes, restart the SSH service by running the following command as root:
sudo service ssh restart
Now you will be able to log in with the user SFTP!