SFTP runs over SSH, and although SSH does support X.509 certificates (the same kind used for HTTPS and by Let's Encrypt), this is rarely used. More often, SSH communication is secured by asymmetric keys only. Instead of a certificate, the server (and optionally the client) present it's public key, and proves that it has the corresponding private key (by means of asymmetric algorithm such as RSA, ECDSA or EdDSA).
The drawback to this is that there is no way to actually verify the public key presented is actually the right one - therefore, SFTP/SSH clients usually maintain a list of already-known server keys. Once a server key is added to the list, it's then expected the server will use the same key for subsequent connections, which the client can check by looking it up in the list. See https://www.rebex.net/sftp.net/features/security.aspx#verify-fingerprint for more information about how this can be done with Rebex SFTP.