Secure Shell (SSH) and Secure File Transfer Protocol (SFTP) are tools for secure, encrypted communication across networks. SSH is typically used to run commands on remote systems while SFTP allows for the secure transfer of files.
SSH and SFTP allow for encrypted communications across the network, meaning that malicious users listening to your traffic would not be able to interpret the information they see. They are alternatives to their insecure counterparts like telnet and regular FTP. If you do any type of remote command line administration or transferring of files, SSH and SFTP are recommended to provide confidentiality and integrity of data.
For SFTP file transfers, WinSCP is an open source free SFTP client for Windows. It can be downloaded from http://winscp.net
A full featured, free SSH client for Windows is Putty. The latest version can be downloaded from http://www.putty.org/
Mac OS X, Linux and Unix
SSH and SFTP command line clients are built in to most Unix and Linux systems, including Mac OS X. To use the applications, open a terminal and run the ssh or sftp commands. To view program flags and usage, check the man pages for your specific version. There are also other third party clients for Unix and Linux platforms.