Begin by establishing a secure connection to the SFTP server. Use command-line tools such as `sftp` or `scp` to log in to the server. You will need credentials such as the server address, username, password, or an SSH key. For instance, open a terminal and use a command like `sftp username@hostname` to connect.

Once connected to the SFTP server, navigate to the directory containing the bulk data files. Use `cd` commands within the SFTP prompt to change directories. For example, use `cd /path/to/data/files` to move to the correct folder.

Use the `get` command to download the data files from the SFTP server to your local machine. If you need multiple files, you can use wildcard characters, like `get *.csv` to download all CSV files in the directory. Ensure you have sufficient disk space on your local machine for the data.

Ensure the downloaded data files are formatted correctly for Teradata. This may involve converting file formats (e.g., from CSV to another supported format) or cleaning the data to remove any inconsistencies or errors. Use tools like `awk`, `sed`, or a scripting language like Python to preprocess the data.

Before importing data, create the necessary table structure in Teradata to accommodate the data. Use Teradata SQL Assistant or BTEQ (Basic Teradata Query) to define the table schema. An example SQL command might be:
```sql
CREATE TABLE my_table (
column1 INTEGER,
column2 VARCHAR(50),
column3 DATE
);
```

Use BTEQ to load the data files into Teradata. Write a BTEQ script that uses the `.IMPORT` and `.RUN FILE` commands to read data from the local files and insert it into the Teradata tables. An example BTEQ script might look like:
```plaintext
.LOGON my_teradata_server/username,password;
.IMPORT INFILE 'local_data_file.csv' FORMAT VARTEXT ',';
.REPEAT *;
USING (column1 INTEGER, column2 VARCHAR(50), column3 DATE)
INSERT INTO my_table (column1, column2, column3)
VALUES (:column1, :column2, :column3);
.LOGOFF;
```

After the data import process is complete, verify the data in Teradata to ensure it matches the source files. Run SQL queries to compare row counts and sample the data for accuracy. This can be done using:
```sql
SELECT COUNT(*) FROM my_table;
SELECT * FROM my_table SAMPLE 10;
```
Check for any discrepancies and address them by reviewing the data preprocessing steps or the import script.