Xmanager seems to be an X Windows Server:
https://en.wikipedia.org/wiki/X_Window_System

WinSCP is a file transfer client.

Both can work over SSH protocol but for a very different purpose. Any, if you are able to connect using SSH, you should likely be able to use WinSCP too. But we need to know more than "failed to connect". Please read how to troubleshoot problems with WinSCP. If it turns out that you are not able to help yourself, read how to ask for support or report bugs efficiently, so others can help you.

I wanted to connect to my linux server from my PC... I downloaded both xmanager and winscp.... I know we use xmanager to connect to the server but wat abt winscp... I need to know the difference between the two and why we use each of them... later in xstart I gave host name, protocol as SSH and then user name and password... I didn't know wat to give in the command box... In winscp I was given host name, user name and password... but I just filled out xmanager... am I supposed to fill winscp too.. if yes what must be done... I gave run and the failed to connect.... I really don't know much abt it... can anyone please mention why I am not able to connect and wer I went wrong and how to establish the connection... thanks.....