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SFTP package is super useful if you want to have a development environment like Visual Studio Code. You can open the cloned remote folders on navigation pane, open, modify and sync-up with remote server easily.

You will need to follow below steps

STEP 1. Sublime Text Package Control Installation

Go to the editor and press ctrl+shift+p on WIndows/Linux, press cmd+shift+p on Mac.
Type Install Package Control, and press enter
If everything goes fine, you will see the dialog like below

STEP 2. SFTP Package Installation

Go to the editor and press ctrl+shift+p on Windows/Linux, press cmd+shift+p on Mac.
Type Package Control → select Package Control: Install Package → wait for a while till package list populate
Type SFTP and you will see the SFTP package → select SFTP box and hit enter.

STEP 3. Setup a connection

Create a folder → Drag & Drop onto Sublime Text and you will see the folder navigation pane on left side.
Move mouse cursor on top of the created folder (_default in this case) → click mouse right → click SFTP/FTP → click Map to Remote...

Edit your json file (host, user, port, and remote_path) → save the file (it will be saved as sftp-config.json)

{
    // The tab key will cycle through the settings when first created
    // Visit http://wbond.net/sublime_packages/sftp/settings for help
    
    // sftp, ftp or ftps
    "type": "sftp",

    "save_before_upload": true,
    "upload_on_save": false,
    "sync_down_on_open": false,
    "sync_skip_deletes": false,
    "sync_same_age": true,
    "confirm_downloads": false,
    "confirm_sync": true,
    "confirm_overwrite_newer": false,
    
    "host": "example.com",
    "user": "username",
    //"password": "password",
    //"port": "22",
    
    "remote_path": "/example/path/",
    "ignore_regexes": [
        "\\.sublime-(project|workspace)", "sftp-config(-alt\\d?)?\\.json",
        "sftp-settings\\.json", "/venv/", "\\.svn/", "\\.hg/", "\\.git/",
        "\\.bzr", "_darcs", "CVS", "\\.DS_Store", "Thumbs\\.db", "desktop\\.ini"
    ],
    //"file_permissions": "664",
    //"dir_permissions": "775",
    
    //"extra_list_connections": 0,

    "connect_timeout": 30,
    //"keepalive": 120,
    //"ftp_passive_mode": true,
    //"ftp_obey_passive_host": false,
    //"ssh_key_file": "~/.ssh/id_rsa",
    //"sftp_flags": ["-F", "/path/to/ssh_config"],
    
    //"preserve_modification_times": false,
    //"remote_time_offset_in_hours": 0,
    //"remote_encoding": "utf-8",
    //"remote_locale": "C",
    //"allow_config_upload": false,
}

Move mouse cursor on top of the folder (_default in this case) → click mouse right → click SFTP/FTP → click Sync Remote→Local to get the update-to-date code from the server
You are all set. You can simply select codes on navigation pane and modify it easily.
Once modification is done, you can sync up with the SFTP server by moving mouse cursor on top of the folder (_default in this case) → click mouse right → click SFTP/FTP → click Sync Local→Remote or Sync Both Directions

Even though this is straightforward and easy, but it may not safer for the user mistake - it could erase all the source code on the server, so you'd better to use Version Control System like Git or SVN.