I want to use sftp connection what should I do

Hello internetbrother,

I believe you're on cPanel and so far as I know by default if you have SSH access then you have sFTP access.

Many clients do not even support this though. You'll have to look and see if yours does or not. The connection is SSH and change the port to the correct one.

Hope that helps
Well, I have only been using Filezilla for about 4 months, but I definitely will give my vote for it as well. :)