FileZilla is a file transfer client that supports SFTP and is available from https://filezilla-project.org/.
The Desktop Agent supports FileZilla on Windows through its Pageant interface. There is no configuration required after the installation of Desktop Agent and FileZilla. FileZilla will automatically check for keys when you connect using any type of authentication.
Similarly to Windows, the Desktop Agent is supported with FileZilla and is able to communicate with the standard ssh-agent over unix sockets. However, because of the default ssh-agent installation, you will need to follow one of the strategies outlined in Launching-OSX-Applications which requires either launching FileZilla using the open command within a terminal, or editing the FileZilla bundles plist to insert the SSH_AUTH_SOCK environment variable.