So you want to import or export files from an SFTP server? You need a connection.
The code is pretty simple:
ALTER CONNECTION MY_SFTP_CONNECTION TO 'sftp://sftp.mysftphost.co.uk' USER 'My_SFTP_User' IDENTIFIED BY '********';
The user and identified by parts, are the user and password credentials that you would use to log into your SFTP.
However, to use the connection, perhaps from a script, executed by another Exasol user, you need to grant that Exasol user permission to use the connection, that you just created.
GRANT CONNECTION MY_SFTP_CONNECTION to ANOTHER_EXASOL_USER;