You have an SFTP module in the store that you can use.
1º Download the module above.
2º Create a page with the administration snippet available in this module and add it to the navigation
3º Run the application and create a configuration object in that page by fill all the fields
4º Create a microflow to connect with the SFTP using the previous configuration
5º Double click on the java action and fill all the inputs
6º Retrieve the list of files
7º Iterate the list and use the java action called “get File” . To use you need to create and filedocument object.
8º After you get the file you just need to use the download action
I hope it helps! Best Regards,