This is stepping outside the realm of Perl now, and is more of an SSH question. Typically the client only needs one file - the private key / identity - which is installed locally, and would be referred to by your Net::SFTP call (in identity_files). The public key is installed on the server-side, which I assume is already done if you connected successfully via FileZilla.

The known_hosts file is something else, not really related to this. You might want to spend a few minutes reading up about SSH to learn more.