ftp.exe that is included in the OS does not support SFTP at the moment. That may change but that would be up to Microsoft.
swicthing to WinSCP should do the trick.

An example: https://stackoverflow.com/questions/21102193/replace-windows-command-ftp-se-ftpscript-txt-with-sftp
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Mart

- Chuck Norris once sold ebay to ebay on ebay.