I would like to buy your SFTP component but before i do that i want to know if there is a way to install the component without running msi package instead can i just copy the DLL to our server?
Yes, the .msi is really not necessary. If using the .NET assembly, you only need to copy the DLL to your server. No other install is required (unless you want to put it in the GAC, for instance, but that is up to you and you would use the .NET tools provided by Microsoft).
If using an ActiveX, you would only need to copy to the server and register the DLL with regsvr32.