Curl is the package from your OS vendor but not from Plesk. So, make sure that you have curl version with sftp support. For example, on my Plesk server installed on CentOS7 I see:
# rpm -qi curl
Name : curl
Version : 7.29.0
Release : 46.el7
Architecture: x86_64
Install Date: Thu 17 May 2018 03:45:57 AM +07
Group : Applications/Internet
Size : 540259
License : MIT
Signature : RSA/SHA256, Wed 25 Apr 2018 05:56:37 PM +07, Key ID 24c6a8a7f4a80eb5
Source RPM : curl-7.29.0-46.el7.src.rpm
Build Date : Fri 13 Apr 2018 12:55:39 AM +07
Build Host : x86-01.bsys.centos.org
Relocations : (not relocatable)
Packager : CentOS BuildSystem <My View - CentOS Bug Tracker>
Vendor : CentOS
URL :
curl
Summary : A utility for getting files from remote servers (FTP, HTTP, and others)
Description :
curl is a command line tool for transferring data with URL syntax, supporting
FTP, FTPS, HTTP, HTTPS, SCP,
SFTP, TFTP, TELNET, DICT, LDAP, LDAPS, FILE, IMAP,
SMTP, POP3 and RTSP. curl supports SSL certificates, HTTP POST, HTTP PUT, FTP
uploading, HTTP form based upload, proxies, cookies, user+password
authentication (Basic, Digest, NTLM, Negotiate, kerberos...), file transfer
resume, proxy tunneling and a busload of other useful tricks.