Hi @Ask Always ,
I'm not sure if you can configure an SFTP URL, well you can always use a DNS name/ IP address.
Here's the official Microsoft documentation for setting up an OpenSSH Server on Windows Server 2019 / Windows10:
Install OpenSSH
https://learn.microsoft.com/en-us/windows-server/administration/openssh/openssh_install_firstuse
OpenSSH Server Configuration for Windows 10 1809 and Windows Server 2019
https://learn.microsoft.com/en-us/windows-server/administration/openssh/openssh_server_configuration
Here's also a third party guide:
How to set up an SFTP server in Windows using OpenSSH
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Best regards,
Leon