By default the stfp-server of a Raspberry Pi is located at: /usr/lib/sftp-server, so we need to get WinSCP to execute it with sudo.
- Go to your WinSCP profile (Session > Sites > Site Manager)
- Click on Edit > Advanced… > Environment > SFTP
sudo su -c /usr/lib/sftp-serverat “SFTP Server”
- Save and connect