Your admin would have to add the sFTP connector before you can create a data source from it. Reach out to your admin and ask them to install that connector or to make sure that you have enough privileges to see it.
My name is Sudheer and I am the customer success engineer assigned to Nationwide. @ebarre is right that Nationwide admin has to enable the SFTP connector. Please let me know if you have a requirement and I can work Jeff, Aaron, and Chad at Nationwide to enable the SFTP connector. I have included @bella21 for his reference.