Why can't I connect to my home SSH (SFTP) server? What am I doing wrong?

1) Host Name: This would be my computer's ip address which I access by typing ipconfig in a cmd prompt (I access this easily on my computer because I simply put in localhost or 127.0.0.1)

No, to access it from the cellular network you need your public IP address (if you have one). There are sites that will tell you that (e.g. whatismyip.com, if memory serves).

And even that is not enough; that would probably be the IP address of your home router, where your internal network is masqueraded and connected to the Internet.

Your PC will have an internal address such as 192.168.1.5 or something like that.

So you need also to tell your router that whenever a connection request comes in, directed to port 22/tcp (ssh) on the public address, it is to be routed to the internal address corresponding to your XP machine. This function is usually called "virtual server" or "reverse port mapping" on routers.

When both the phone and the PC are connected to the same wireless access point, they are in the same network and their addresses are sort of "mutually public", and things work easier, as well as faster.

To make a (perhaps too simplistic) example, it's sort of like phoning inside the same hotel - you don't need country and area code, just a room number. But if you want to call the same room from outside the hotel, you can't simply dial "42" - you need the hotel's public telephone number, and the guy at the reception must be told to route the call to the appropriate room, or it will never go through.

In some setups, your PC could be exposed on the Internet and have a public IP address of its own (and you would see it with ipconfig), but this isn't at all typical (partly because of the scarcity of available IP addresses, but mostly because of the risks. You really don't want everyone in the world to be able to directly connect to your PC whenever they feel like it, even if the PC has a firewall).

Usually, 127.0.0.1 (localhost) is the address with which a machine can speak to itself. So it can't be used by anyone else (if I tried from my PC, it too would connect to itself, not to you).

A second IP address is assigned for connections to the local network, and usually it is something like 192.168.x.y (I have 192.168.0.7 at the moment). That's the "room number" - lots of PCs out there will have those same addresses, but they're in separate hotels (networks), and can't speak to each others. When your phone is connected to your WiFi, you want to use that kind of address. Finally my ISP supplies me with a public address (e.g. 151.38.90.44), and that one would allow people to contact me, and no one else (at the same moment) is allowed to have that address. You will have yours, which could change if you power cycle your router, and that's the one to use from the "outside".