SFTP & SSH
Each project is only accessible via a secure connection (SFTP or SSH) and only with an SSH Public Key.
View SFTP & SSH Credentials
You can manage your SFTP and SSH connections within the Site Details - click on the name of your site and switch to the SFTP/SSH tab:

Add SSH Key
Click on the the Add New Key link next to the Current SSH Keys to add a new key:

Add your SSH Public Key and click Add Key.
This process might take a while, but as always, you can simply close the window and come back later, or wait until it's done.
Once the key is added, it will be listed under Current SSH Keys:

Grant Access
SSH Keys are stored in your user account and are not automatically applied to each site you create.
So there is one last step here - allow access for the added SSH Key:

Notice the little checkbox next to the key? Click it to finally grant access to your site for the given SSH key.