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Session Tab
Session tab contains the most basic session options.
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Session Group
The Host name box is where you type the name, or the IP address, of the server you want to connect to.
The Username box is where you type your account name on the server.
Unless at least Host name and Username are filled a session cannot be opened (Login button is disabled).
The Port number box lets you specify which port number on the server to connect to. SSH protocol uses port number 22 by default.
The Password box is for the password associated with the account. You are adviced not fill it if you are going to save the session to stored session list (you will be prompted with warning message if you attempt to). Also do not fill the password if you are going to use other authentication method (like public key). If you do not fill the password and other authentication methods fail (password has the lowest preference), you will be prompted for password then.
Use the Private key file box to specify path to your private key if you are going to use public key authentication. The file must be in PuTTY format. If the private key is passphrase-protected, you will be prompted for passphrase once the authentication begins. If you have your private keys loaded into Pageant, leave the box blank.
The passphase cannot be entered in advance on Login dialog and thus it cannot be saved to stored session. If you need to login to server automatically without prompt, generate key without passphase. Use this method carefully and only under special circumstances.
Protocol Group
The Protocol selection lets you choose transfer protocol. By default SFTP with SCP fallback is selected. With the option selected, WinSCP tries to find SFTP server and when it fails it initates SCP protocol. Note that when SFTP-only option is selected, WinSCP tries harder using non-standard methods to find the SFTP server. It is necessary to allow SFTP on SSH1 server (read SFTP requirements for more). Select SCP option if you do not want to use SFTP for some reason.
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You can see actually selected protocol on Server and Protocol Information Dialog.