Simply type SFTP destination to connect to the remote machine named destination, and run FTP commands such as CD, LCD, mput, and mget to move files back and forth.
For the latter commands, put and get both accept wildcards (like mput and mget in FTP), but be careful when transferring multiple files without a wildcard within SFTP.
For example, sftp> mget file1 file2 file3 is identified as an attempt to obtain file1 and file2 and place them into the local directory file3, which probably won't exist.