In order to connect via FTP/SFTP to an application you first need to find the credentials for that application. Please note that each application has it's own credential set and to find them you should navigate to Applications -> (select application) -> Overview -> scroll down to Application Credentials section.
One more thing you should check is that you have the Security set up correctly. To do this please go to https://whatismyipaddress.com/ and make a note of the IP you are seeing (this is the IP from which you want to connect to the server).
Then, please go to the Virtual Machine where you are trying to connect to and navigate to the Security section. Please make sure that:
Port 22 is open (in the image it means that there is a line with port 22)
The IP address you see there is either the one you saw on https://whatismyipaddress.com/ or it is set to * (which means allow any IP to connect to my server via SSH)
If the IP is not the same make sure that you substitute it and then click on Deploy Changes.
Unless you are using a static IP it is possible that your IP will change over time. When this happens you will not be able to connect to the server anymore unless you reconfigure the Security section.
If you are wondering what tools to use in order to transfer the files, we have seen other customers use FileZilla with great success. Should you also use that tool make sure to check our article on how to speed up your FileZilla transfers.