I want to use the feature to upgrade plugins, however my server only supports SFTP connections (port 22).
I see a FTPS option, but it appears it is not the same (it shows port 21).
Is there somewhere I can enable this? Or is there an add-on to enable this?
Did you try FTPS? It runs over SSL which is usually acceptable for most hosts that disable FTP.
FTPS (FTP with SSL/TLS) would be a quicker solution. Enabling SFTP (the ssh one) can be a little tricky, you also need to enable the SSH2 PECL extension which you may not be able to do.
http://codex.wordpress.org/Editing_wp-config.php#Enabling_SSH_Upgrade_Access