Using SFTP on AS400 Non Linux Based OS
Solution 1:
It is not installed by default but is available with the IBM Portable Utilities for i.
Here's a Midrange Wiki article about Setting up an iSeries SSHD server to get you started.
Solution 2:
As an alternative you can connect to a machine running Windows or Linux (whatever you're comfortable working with) that has a "mapped drive" to a directory in the IFS (Integrated File System) on the AS/400. Then you just SFTP your files to the shared directory on the Linux (or Windows) machine. That way you're handling the secure FTP process with an OS you're more familiar with but the data is still ending up on the AS/400 where it needs to be.
You may also want to talk to the administrator for the AS/400, it's possible it's running Linux in an LPAR (Logical Partition) right there on the AS/400 itself.