Some SFTP Servers have the ability to use certain copy commands. However, this is only beginning to be implemented in a widespread fashion with newer SFTP server versions.
The most straightforward (albeit least efficient) way to accomplish this with the SFTP tools available on the mendix marketplace right now will be to first download the file from the server, store it within you app temporarily, then reupload it to the SFTP server in the new directory.
Hopefully this can help you with what you are working on
Thank you very much Danny,