For VPS/ IDS with Plesk hosting, you can use Filezilla to connect as SFTP either via the root login or the Plesk domain's system user. For how to give limited SSH access to Plesk domain's system user, please refer to URL
Here are the steps
1) Open FileZilla
2) Go To File > Site Manager
3) Then you can name your site at New Site
4) Insert your Server IP at HOST, SSH PORT (8288)
5) Insert the username root as User or Plesk domain system user and also its password.
Now you can connect SFTP with FileZilla.