I’m used to Ubuntu systems in which case in the past I’ve used ufw. I tried to sftp into a clear linux server that I have, but the connection was refused (both my host and the cl-server is on the same network). I then decided to open the proper port when I realized I’m not 100% sure how to do so and didn’t find the answer in the documentation.
I think this is a classical A-B problem :). Your title suggests that you are asking about firewalls, but, you want sftp working. Fortunately, you included that detail in your message.
Clear Linux has no firewall when you install it. By default, all ports are open. By default, only SSH is listening. SFTP uses the SSH transport mechanism, but, SFTP is disabled by default in clearlinux. man stateless explains how to enable it.
# nmap -n -Pn -sT -sU -p- 35.121.126.41 Starting Nmap 7.80 ( https://nmap.org ) at 2019-11-28 05:42 AEDT Nmap scan report for 35.121.126.41 Host is up (0.000043s latency). Not shown: 131067 closed ports PORT STATE SERVICE 80/tcp open http 443/tcp open https 4200/tcp open vrml-multi-use
Nmap done: 1 IP address (1 host up) scanned in 1.99 seconds