Begin by establishing a secure connection to the SFTP server. Use an SFTP client like `sftp` or `scp` in a Unix-based terminal, or `psftp` if on Windows. Ensure you have the necessary credentials (username, password, and host address) to log in. You can use the following command to connect:
```bash
sftp username@host_address
```

Once connected, navigate to the directory containing the data files you wish to transfer using the `cd` command. List the files using `ls` to ensure you are in the correct directory. Download the required files to your local machine using the `get` command:
```bash
get filename
```

Ensure your local environment has the necessary tools to process the downloaded files. Install required software like `mysql-client` for MySQL operations, and ensure you have access to the MySQL server. If necessary, preprocess the files (e.g., converting formats, cleaning data) using scripts or command-line tools like `awk` or `sed`.

If not already set up, log into your MySQL server using:
```bash
mysql -u username -p
```
After logging in, create a database and table(s) that match the structure of your data files. Use SQL commands to define the schema based on the data's format. For example:
```sql
CREATE DATABASE mydatabase;
USE mydatabase;
CREATE TABLE mytable (
id INT PRIMARY KEY,
name VARCHAR(100),
data TEXT
);
```

Use the `LOAD DATA INFILE` command to import your data files into the MySQL table. This command is efficient for bulk data import. Make sure the MySQL server has access to the directory containing the data files. The command format is:
```sql
LOAD DATA LOCAL INFILE 'path/to/your/file.csv'
INTO TABLE mytable
FIELDS TERMINATED BY ','
LINES TERMINATED BY '\n'
(column1, column2, column3);
```

After importing, run queries to verify that the data has been accurately transferred. Check for common issues such as missing data or incorrect formatting. Use:
```sql
SELECT FROM mytable LIMIT 10;
```
to quickly inspect some of the data entries. Further, use counts or other aggregate functions to ensure completeness.

For regular data transfers, automate the process using a script. Use a shell script or a language like Python with built-in libraries for SFTP and MySQL operations (`paramiko` for SFTP, `pymysql` for MySQL). Schedule this script using a cron job (Linux) or Task Scheduler (Windows) to streamline future data transfers and reduce manual intervention.

By following these steps, you can effectively transfer data from an SFTP server to a MySQL database without the need for third-party connectors, ensuring a reliable and secure data pipeline.