You need to generate a SSH key so that you can add it to the Control Panel.
To access the SFTP Management in Control Panel, go to:
Experience Cloud Home > Solution picker: Campaign > Control Panel card > SFTP card
Directly from the URL: http://experience.adobe.com/#/controlpanel/sftp
Learn how to generate a SSH key using a terminal and how to store the public version of the key in the Control Panel.