Secure FTP (SFTP) connections can only be made if SSH access is activated on your service, in order to activate SSH on your account please follow the article found here

1. Log into the members area
2. Select the blue 'Options' button besides the account you wish to view the FTP details for
3. Select the 'Login Details' option under the 'General Settings' colomn
4. Select the 'FTP' button

This page will now display the following fields for both standard FTP and Secure FTP (SFTP):

Username: (same as the cPanel username)
Password: (same as the cPanel password)
Path to your www directory: