Secure FTP is a separate area from regular FTP. First of all it has to be supported on the server. Then you need a control or shell that works with SFTP.
VFP is not really suitable for creating SFTP controls or libraries -- imho.
Search "SFTP control" on Google -- many options; there are free like PuTTY; for some time I was using SecureFX shell from VanDyke Software -- not bad and inexpensive.