I am looking to try and sftp to my server using Ubuntu's "Files" window. From what I read I should be able to click "Connect to Server" and put in my address: sftp://user@ip/

The problem though is when I put that in, as soon as I hit the colon after sftp I get the following error just below in gray which does not go away even after I finish typing:

This file server type is not recognized

The connect button stays grayed out not letting me even try to connect.

I have tried pressing ctrl + l and putting in my location there, but it says:

Sorry, could not display all the contents of "ip(sftp)": The specified location is not supported. 

Is there something I have to do to turn on sftp?

I am on Ubuntu 14.04