Net::SFTP and Net::SFTP::Foreign are two different modules. Net::SFTP::Foreign::Backend::Net_SSH2 allows one to run Net::SFTP::Foreign on top of Net::SSH2.

If you just want to run a few SFTP transfers from Windows, the easiest way is to use Net::SFTP::Foreign with plink (from the PuTTY project), though plink is not very fast. Using the Net::SSH2 backend is usually faster, but that package requires a compiler to be installed or a precompiled package. Alternatively, if you are allowed to switch your perl, Strawberry Perl has it by default.

Finally, if your scripts are already written around Net::SFTP, you can switch them to use Net::SFTP::Foreign::Compat which provides a (mostly) compatible API on top of Net::SFTP::Foreign.

If you decide to stick to Net::SFTP, then you will have to install Net::SSH::Perl and all of its dependencies, including the daunting Math::PARI!