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Thanks for reaching out!
In order to use SSH or SFTP you need to set up a password on your Edison and set up Wi-Fi. You can do both by entering the command configure_edison --setup and following the instructions.
Once that is set up, you should be able to use SSH or SFTP.
You can follow this guide: https://learn.sparkfun.com/tutorials/edison-getting-started-guide#ssh-ing-into-the-edison in order to connect to your Edison through SSH.
In order to use SFTP on your Edison, you will have to install a package called openssh-sftp. This package is found on the official repo and can be installed with the command:
opkg install openssh-sftp
In http://linux.die.net/man/1/sftp, you will be able to find details about how to use this package.
I hope this information helps you,