SFTP which is using encryption is usually not available on an webspace account, it's bundled with SSH which is usually only available when you have root access. but well, try to connect with your FTP client to port 22 and you'll see if SFTP is available or not...of course the client has to support SFTP, my fav is Core FTP. the problem with "normal" ftp is that login data goes unencrypted through the wire and so can be sniffed.
possible ftp-commands are listed when entering HELP in the console, but it depends on if the HELP command is implemented or not, some see it as security risk and disable the info (or it is not implemented at all anyway).