Jan,
wodSFTP cannot connect to regular FTP server, but wodFtpDLX can connect to FTP, SFTP and FTPS (all in one) so I suggest you perhaps try out that product instead.
As for SFTP test server, you can download several SFTP servers, such as www.openssh.org, www.freesshd.com, etc..
Or, we can provide test server for you, please send us email to techsupport@weonlydo.com and we'll send you the details.