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Tunnel Tab
Tunnel tab allows you to setup your session to tunnel through SSH connection.
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You need to check Advanced options to reveal the tab. The tab is not available for FTP protocol.
Session Tunneling
To enable tunneling, tick the Connect through SSH tunnel.
In the Host to setup tunnel on box configure basic sessions for the SSH tunnel session. The meaning of the boxes is the same as the respective options for the main session on the Session tab.
For more complex tunnels (non-default SSH settings, multiple hops, etc.) you need to setup tunnel using external tool, such as PuTTY SSH client.1
Tunnel Options
Use Local tunnel port if you need to use specific port for the SSH tunnel. This is particularly useful if you want to use the opened tunnel for another applications. When Autoselect is selected, WinSCP will automatically pick a free port from range 6000 through 6100.