As of January 2012, none of our components work with Windows Phone 7 or 7.5.
The lack of support for Windows Phone 7 was due to missing Socket API - it's simply impossible to communicate with any FTP/FTPS/SFTP without TCP sockets.
Although socket support was added in Mango (and an SDK released one month ago), we are currently busy finishing the next major release of our components and didn't have time to test this yet. We will look into it later this year - if you would like to test a beta when it's ready, please let us know!