Begin by establishing a secure connection to your SFTP server. You can use command-line tools like `sftp` or `scp` available on Unix-based systems. For example, use the command `sftp username@host` and enter the password when prompted to connect to the SFTP server.

Once connected to the SFTP server, navigate to the directory containing the data files you want to transfer. Use commands like `ls` to list files and `cd` to change directories. Use the `get filename` command to download the files to your local machine.

After downloading, inspect the data files to ensure they are in the correct format for PostgreSQL. Common formats include CSV or TSV. If necessary, clean or transform the data using scripting languages like Python or shell scripts to ensure consistency and compatibility with your PostgreSQL schema.

Open a terminal and connect to your PostgreSQL database using the `psql` command-line tool. Use the command `psql -h host -U username -d database` and provide the password when required to gain access to the PostgreSQL environment.

If the target table does not yet exist in your PostgreSQL database, create it using SQL commands. Define the table structure with appropriate data types that match the format of your incoming data. For example:
```sql
CREATE TABLE your_table_name (
column1_name data_type,
column2_name data_type,
...
);
```

Use the `COPY` command to load data directly into your PostgreSQL table. This command is efficient for bulk data loading. Ensure the local path to your data file is correctly specified:
```sql
COPY your_table_name (column1, column2, ...)
FROM '/path/to/your/local/datafile.csv' DELIMITER ',' CSV HEADER;
```
Adjust the command options (`DELIMITER`, `CSV HEADER`) according to the format of your data file.

After loading the data, perform a series of checks to verify that the data has been transferred correctly. Use SQL queries to count rows, check for null values, or verify data integrity against known baselines. For example:
```sql
SELECT COUNT(*) FROM your_table_name;
```
This verification step ensures the data in PostgreSQL matches expectations and completes the data transfer process.
By following these steps, you can efficiently move data from an SFTP server to a PostgreSQL database without relying on third-party tools or integrations.