That's bit broad question. If you believe you should have access to that folder, please contact your server administrator. Or maybe you actually should not have access to that folder, possibly only to some subfolder, like /var/www/vhosts/yourdomain.com/. In that case use Remote > Go To > Open Directory to navigate directly there (skipping inaccessible vhosts parent).
https://winscp.net/eng/docs/task_navigate#manual

Hello!
I have problems to access /var/www/vhosts/ under Ubuntu latest. I tried to use SFTP and SCP.
Who can help me?
Regards,

Martin