Where can I upload web files onto my VPS? I can't seem to find a directory for this I am using an sftp connection.

You've bought a VPS? If so, is it pre configured in anyway?

If so, you'll probably have a home folder already for your user. So lets assume your user is called admin, your files would be uploaded to /home/admin.

If you're looking to put files on to be viewed on the net then you'll most likely have apache installed. You should have a root directory, something like /var/www etc. I'll need some more info to help though.

CentOS by default has apache installed under /var/www

You will need to grant correct permissions for your user, as root to upload there though. As per Solidarity's post more info is needed.