sFTP Script to Connect Through Firewall?

I currently use an FTP script to connect to a vendor's FTP site, download a file and then delete that file from the source. The script is scheduled via SQL Server. A sample is attached. I need to create an sFTP script to accomplish this task. I'm a complete newbie at sFTP. I've attached a sample of our FTP script. The first three lines are the firewall connection.

My vendor sent me the connection info for their sFTP site, and a sample script. The script does not account for our firewall and therefore doesn't work.

How do I use sFTP through a firewall?

Thanks in advance...

Your firewall functions as FTP proxy, what the script makes use of. The firewall may function as SSH server allowing port forwarding possible as an alternative for SFTP, theoretically. But that's difficult to tell. You should contact your firewall administrator.