Thanks martin for the reply.
Sorry, but this is too broad question and it's not about WinSCP actually.
To give you some starters.
FTP and SFTP server can be running on the same host (hostname). The actual server software can be the same (e.g. ProFTPD supports for FTP and SFTP) or different (e.g. OpenSSH for SFTP and IIS for FTP).
For more details, ask on an appropriate forum, like https://superuser.com/