Before you can connect to your site via SFTP you must import or setup a new SSH keypair. If you do not have a keypair already, you may generate a new one.
The public key can be provided to any service that you need to connect to. During the authentication process, the keys are matched and access is allowed if the keys are accepted. You can add and authorize multiple keys to your account. For example, you can add a key for yourself, a key for a service like VaultPress, and a key for a developer if you have one working on your files.
Assuming you have a private key and public key on your home computer you can now import your public key to authorize connections via SFTP.
To import a public key, first log in to cPanel: https://wpopt.net/knowledgebase?action=displayarticle&id=9
1) Scroll down to "Security" and click on "SSH Access"
2) Click on "Manage SSH Keys"
3) Click on "Import Key"
4) Paste your key into the "Public Key" text field. If you wish, you can also import a private key here, although this is generally not needed. If you only have a key file, then opening this file in a text editor is generally sufficient to reveal the key as shown below. Once you've done this, click "Import"
5) Once the key is imported, the key will not automatically be authorized for use. To authorize it for use return to the overview of keys in the key manager and click on "Manage" next to your newly added public key
6) Click "Authorize". Your public key is now authorized for connections to your site in conjunction with your private key.