On our IRC server, @deckard helped @tinjamin transfer files from a student machine while he was off-campus by using the -J flag with sftp:

$ sftp -J jumpbox.nd.edu student10.cse.nd.edu

This lets the user connect to student10.cse.nd.edu, while using jumpbox.nd.edu an intermediary (which is necessary if you are off-campus).

@deckard goes on to note that you can even set the ProxyJump variable in your ssh_config if you use it regularly.

For more information RTFM