Hey, 

There is two possible way. 

First, is to use this spark library to connect to the SFTP: https://github.com/springml/spark-sftp 
You connect to the SFTP and load the data into your storage. 

The second one is to use Azure Data Factory (if you are on Azure, i don't know the equivalent in other Cloud Provider) to ingest the data into your blob mounted in your databricks. When your ADF pipeline is finished you trigger your Databricks pipeline. 

Cheers 🙂