Download and install WinSCP. This is Windows only. You can do this by either going directly to the website, or downloading the archive linked below which can be run without installation.
WinSCP website: http://winscp.net/
WinSCP download (portable, non-install version): https://winscp.net/download/WinSCP-5.19-Portable.zip
You will then need to login to the panel. After logging in hover on "System" and click "SFTP Details" there you can copy the address, and continue pasting it in the server address bar. It should automatically change the protocol from FTP to SFTP and the port number to 2022.