Use the SFTP Download Files action to download multiple files SFTP server. To download a single file, it's easier to use the SFTP Download File action.

Remote Path
Specify the remote path on the SFTP Server. The path must be specified from the user's home directory as the SFTP protocol doesn't have the concept of a "current directory" like FTP does.
Remote Mask
Specify a file mask to select the files on the remote server. Use the case sensitive option to only match files that are in the same case as the file mask.
Local Path
Specify a local directory where the files will be downloaded to.
Recursive
To recursively download files from child directories turn this flag on.
Case Conversion
To convert the filenames to either lowercase or uppercase choose the corresponding option, otherwise choose "None" to leave the filenames as-is.
Download Mode
Select what should be done if a file already exists on the local machine with the same name. Select either: Overwrite, Skip, Append, or Resume.