You can do the following:
1. Schedule FetchSFTP processor for once a day arrival of file
2a. fork 'success' relationship to flow to process file when it arrives
2b fork 'not.found' relationship to PutEmail, where you configure recipients, email message (body), etc
You will have to use one FetchSFTP processor for each file that you expect to arrive in sftp location and you will have to know the name of the file. You can reuse the PutEmail (by pointing multiple FetchSFTP not.found to same PutEmail) and have same recipients and email body but with filename dynamically written in body using expression language. Alternatively, you can have each not.found connection connect to its own PutEmail.