How do I know if the connection is secure?

Once connected, you can see a “lock” icon on the status bar. When it is highlighted (yellow), your connection is secure, when it is grayed, your connection is insecure.

WinSCP supports three file transfer protocols, SFTP, FTP and SCP. SFTP and SCP use SSH, thus they are secure. FTP has secure variant, FTPS.

However, please ensure that the server you are connecting to is a secure server to start with - WinSCP only secures a particular file transfer session from server to client and from client to server. If you still have open FTP or Telnet port on your server, you are not safe!

Also read documentation to learn more about SSH, FTPS and security in general.