Where do I put my XML beans in a Spring Boot application?

As long as you're starting with a base @Configuration class to begin with, which it maybe sounds like you are with @SpringBootApplication, you can use the @ImportResource annotation to include an XML configuration file as well.

@SpringBootApplication
@ImportResource("classpath:spring-sftp-config.xml")
public class SpringConfiguration {
  //
}

You also can translate the XML config to a Java config. In your case it would look like:

@Bean
public DefaultSftpSessionFactory sftpSessionFactory() {
    DefaultSftpSessionFactory factory = new DefaultSftpSessionFactory();
    factory.setHost("localhost");
    factory.setPrivateKey(new ClassPathResource("classpath:META-INF/keys/sftpTest"));
    factory.setPrivateKeyPassphrase("springIntegration");
    factory.setPort(22);
    factory.setUser("kermit");
    return factory;
}

You can put this method in the class with the @SpringBootApplication annotation.