You still do not understand it. Please read the article again.
You must have a private key to authenticate. It's probably, what you are referring to by "key file". Point the SshPrivateKeyPath to the file.

martin wrote:

You confuse server and account/client keys.
Read https://winscp.net/eng/docs/ssh_keys

It seems I have SSH Host Public Key.

martin wrote:

You probably missed to set the SshPrivateKeyPath:
https://winscp.net/eng/docs/library_sessionoptions#sshprivatekeypath

So, the component does not work with SSH Host Public Key?

martin wrote:

Do not use GiveUpSecurityAndAcceptAnySshHostKey.
See https://winscp.net/eng/docs/faq_hostkey

It is for testing only.

thanks.

You confuse server and account/client keys.
Read https://winscp.net/eng/docs/ssh_keys

You probably missed to set the SshPrivateKeyPath:
https://winscp.net/eng/docs/library_sessionoptions#sshprivatekeypath

Do not use GiveUpSecurityAndAcceptAnySshHostKey.
See https://winscp.net/eng/docs/faq_hostkey

Hi.
I tried to connect to server with sftp using FileZilla client and it let me input host, user name, and key file, also asked me accept any key. No password required. And connection was successful.

WinSCP ask for user name, password(?), key fingerprint(?), key file.

Is there a way to configure WinSCP to work like FileZilla?

I tried also setting up GiveUpSecurityAndAcceptAnySshHostKey = true, and getting key fingerprint with Session.ScanFingerprint(sessionOptions) function.

Nothing worked.

thank you.