Its downside is the absence of directly implemented SFTP support. With a simple modification, it is however possible to edit files on your website with PSPad using SFTP, too. This site introduces two possibilities to enable cooperation of PSPad and SFTP. The simpler option is to set PSPad as the default editor in an SFTP client.
The second option is to use the Tunnelier program to create a permanent connection between localhost (your computer) and the SFTP server. Then you use the PSPad editor only to connect to localhost, while Tunnelier will ensure that all communication between you and the server is covertly transmitted via a secure connection.