Looks like he's got it working. But I need to specify the host key... And the passsword for the key...
How would I do that ?
If I'm understanding you correctly, the host_key isn't something that you would specify in the ESB configuration. The remote host would want the ssh key of the user that JBoss is running as. I'd work on getting sftp to work between the hosts using the command line sftp command (working as the user that JBoss is running as), and then try to configure the ESB.
As for password, check out the second link - the user shows their full sftp url there.