How to set up access to a DAL router file system via the SFTP protocol

The SFTP protocol runs over the SSH protocol, therefor, if you wish to get access to a DAL router  file system via SFTP, you must first verify that SSH access to the device is enabled.
Navigate to: System > Configuration >Services >SSH and click on Enable

When SSH access is enabled, a specific firewall rule that grants access to  TCP port 22 will be added automatically.
Please note: If you wish to get access through a WAN interface, an additional firewall rule must be added manually for the “External” zone.

“Interactive shell access” for the appropriate group of users also need to be enabled
As shown in the example below, it is enabled for the group “admin”:
Navigate to: System > Configuration >Authentication >Groups >admin  and click on: Interactive shell access

If this setting is not enabled, the following error message will show up when connecting using an SFTP application:

Once this setting is enabled, the connection works as expected: