When connecting to SFTP, an error is shown killed by signal 15, what could be the problem?

Question

Debian

Installed Debian Jessie (I chose to install the ssh server, but without selecting the list of standard utilities during installation).
When connecting via ssh everything works fine. When I try to connect via ForkLift I get the `killed by signal 15` error. WinSCP shows `Cannot initialize SFTP protocol. Is the host running a SFTP server?
As far as I know, sftp is an extension to ssh, so it should be installed. Where to look for a problem?