Just tried this to see if I could help out. ppm install Net-SSH should work fine using the ActiveState copy. It did for me anyhow.

From there, I was able to "perl -MCPAN -e 'install Net::SFTP' works, even without having any compilers. For the record, this asked me to install Net::SSH::Perl, so it's a pure perl implementation.

I'd use ppm to install the first and CPAN to install the second. Your mileage may vary, but I was able to get it to work.

The catch is that Net::SSH::Perl requires a lot of Crypt modules which aren't in the PPM database, so you would probably have to use a private PPM database or you would need VC++ to compile them.

UPDATE:I have no idea if this is a good site or not, but I found a PPD for Net::SFTP here. Try to install it if you like, ppm install filename.ppd should work and if it works, your problem is solved.