Download Package Control and use the Package Control: Install Package command from the command palette. The command palette is opened via ctrl+shift+p on Windows and Linux, and cmd+shift+p on OS X.
Once you run the Package Control: Install Package command, a list of packages will appear. Type in SFTP and hit enter. Using Package Control ensures Sublime SFTP will stay up to date automatically.
Without a license, Sublime SFTP runs in evaluation mode. This mode includes full functionality and there is no time limit, however, continued usage requires the purchase of a license. A reminder will appear every so often.