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.
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.