This problem is a classic one that's found in regular application code.
The line:
$sftp=New-Object Renci.SshNet.SFtpClient("127.0.0.1","test","test")
Needs to be wrapped by something like Get-SftpConnection which you can then mock.
Or do you just want to mock Get-FromSFtp?If that's the case, then the test isn't really testing anything except Pester's mocking functionality.
This is where TDD as a design practice shows it's strength. TDD results in easy to test code.
This looks like a good example for a TDD screencast with Pester!