Before you begin, ensure you are familiar with the basics of Secure File Transfer Protocol (SFTP). SFTP is a network protocol that provides file access, transfer, and management functionalities over a secure data stream. You will need the SFTP server address, port, username, password, and the path to the file you want to transfer.

Prepare your local environment by ensuring you have a command-line interface (CLI) or terminal available on your operating system. You'll also need to have Python installed as it offers built-in libraries to handle both SFTP and JSON operations. Verify your Python installation by running `python --version` in your terminal.

While Python comes with a built-in `json` module, you'll need to install the `pysftp` library to interact with the SFTP server. You can install it using pip by executing:
```bash
pip install pysftp
```

Use the `pysftp` library to establish a connection to the SFTP server. Create a Python script and include the following code to connect:
```python
import pysftp

sftp_details = {
'host': 'your_sftp_server.com',
'username': 'your_username',
'password': 'your_password'
}

with pysftp.Connection(sftp_details) as sftp:
print("Connected to SFTP server")
```
Replace placeholders with your actual SFTP server details.

Once connected, use the SFTP connection to download the file you need. Assume the file is in CSV format for further processing:
```python
with pysftp.Connection(sftp_details) as sftp:
sftp.get('/remote/path/to/yourfile.csv', 'localfile.csv')
print("File downloaded successfully")
```

With the file downloaded locally, read its contents and convert it into a JSON format. Here’s a basic example of how to convert CSV data to JSON:
```python
import csv
import json

csv_file_path = 'localfile.csv'
json_file_path = 'output.json'

data = []
with open(csv_file_path, newline='') as csvfile:
csv_reader = csv.DictReader(csvfile)
for row in csv_reader:
data.append(row)

with open(json_file_path, 'w') as jsonfile:
json.dump(data, jsonfile, indent=4)

print("Data converted to JSON format and saved to", json_file_path)
```

After converting the data, verify the JSON file by opening it and checking for correctness. Ensure the data structure matches your expectations. Once verified, clean up any temporary files or sensitive information:
```python
import os

os.remove('localfile.csv')
print("Temporary files cleaned up")
```

Following these steps, you can efficiently transfer data from an SFTP server and store it in a JSON file format without relying on external integrations.