There are different ways to do it, as Andre and Martine suggested already. You need to list your exact requirement and identify which one suits best to that.
Using X++ you can just export from system and put in SFTP using .net libraries while if you explore Logic apps other other ISV you will get more options like encryption etc.
Not without custom development. You surely could call .NET libraries for SFTP from X++, but if you utilize the existing connector in Logic Apps or Power Automate, you don't need to design and write such code.
There is no direct SFTP connector available in the standard application. You must use additional middleware next to a data export project, like Logic Apps for this purpose. You can also have a look at ISV solutions, such as Connectivity Studio from Staedean (formerly known as To-Increase).
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