Hey,
Assuming you have multiples files piled up in SFTP and have to filter out specific file to copy , the best way would be to archive the files from source folder in SFTP to another folder or delete them post Copy activity for better performance in future.
Need to check whether Get meta data activity is supported for SFTP:
Else you can use get meta data activity to get list of all files and filter that list based on file timestamp with a watermark which you would have to preserve after copying the files.