Ensure that you have the necessary permissions and access to both the SFTP server and the MySQL database. Install an SFTP client (like OpenSSH) and MySQL client tools on your local machine or server where the data transfer will be managed.

Use an SFTP client to connect to your SFTP server. This can be done using a terminal or command prompt with the `sftp` command. For example:
```bash
sftp username@sftp.server.com
```
Enter your password or use an SSH key for authentication.

Once connected, navigate to the directory containing the data files you wish to transfer. Use the `get` command to download files to your local system:
```bash
get /remote/directory/datafile.csv /local/directory/
```
Repeat this process for each file you need to transfer.

Examine the downloaded files to ensure they are in a suitable format for MySQL import. Common formats include CSV, TSV, or SQL files. If necessary, clean or transform the data using tools like `sed`, `awk`, or Python scripts to match the schema of your MySQL database.

Use a MySQL client to connect to your MySQL server. Create a new database and tables if they do not exist, ensuring the schema matches the structure of your data. For example:
```sql
CREATE DATABASE mydatabase;
USE mydatabase;
CREATE TABLE mytable (
column1 VARCHAR(255),
column2 INT,
column3 DATE
);
```

Use the `LOAD DATA INFILE` statement to import the data into your MySQL tables. This command reads data from a file into a table at a very high speed:
```sql
LOAD DATA LOCAL INFILE '/local/directory/datafile.csv'
INTO TABLE mytable
FIELDS TERMINATED BY ','
ENCLOSED BY '"'
LINES TERMINATED BY '\n'
IGNORE 1 ROWS;
```
Adjust the field and line terminators as necessary to match your file format.

After the import is complete, run queries to verify that the data was imported correctly and matches the expected results. Check for errors or inconsistencies and address them as needed. Once verified, clean up by deleting or archiving the local files to save space and maintain organization.

By following these steps, you can successfully move data from an SFTP server to a MySQL database without the need for third-party connectors or integrations.