Sorry, we do not provide support for old versions of WinSCP. Always use the latest version – It's security software, you should not be using 4 years old version.

In the recent versions, you can use /info command-line switch to see the list of supported algorithms.

The current version supports these algorithms (out of those you have asked for):
diffie-hellman-group14-sha256
ecdh-sha2-nistp384
ecdh-sha2-nistp256

I need Documentation for WinSCP Version 5.9.4 (Build 7333). I have to check if SFTP supports below secure key exchange algorithms.

diffie-hellman-group16-sha512
diffie-hellman-group14-sha256
diffie-hellman-group16-exchange-sha256
ecdh-sha2-nistp384
ecdh-sha2-nistp256