For VPS/IDS using Plesk hosting, you can connect with Filezilla via SFTP using either the root login or the system user of the Plesk domain. To learn how to provide limited SSH access to the system user of the Plesk domain, please refer to URL
Here are the steps
1) Open FileZilla
2) Go To File > Site Manager
3) Then you can name your site at New Site
4) Insert your Server IP at HOST, SSH PORT (8288)
5) Insert the username root as User or Plesk domain system user and also its password.
Now you can connect SFTP with FileZilla.