How do I delete or move an sftp file here on n8n?
Not sure if I understand your question correctly but you can delete a file by selecting the “Operation” → “Delete” and you can move a file by selecting the “Operation” → “Rename”.
Here you only have one option to list, update, download 
Are you using the latest version of n8n? Because those options got added 4 months ago with n8n@0.99.0.
I use n8n on the site
how do i update?
What do you mean with on the site?
I run everything in the cloud
example: https://workflows.business.com.br
Who did setup n8n? That person will probably also know how to update it to the latest version.