You have to create a device in PRTG with the name or IP of the TFTP server that PRTG can use to reach the server then you create the sensor and put in a filename that PRTG can use to look for on the server to verify availability.
Disclaimer: The information in the Paessler Knowledge Base comes without warranty of any kind. Use at your own risk. Before applying any instructions please exercise proper system administrator housekeeping. You must make sure that a proper backup of all your data is available.