No, you cannot provide password.

There's a discussion ongoing about possible solution:
https://winscp.net/forum/viewtopic.php?t=14447

Like https://winscp.net/eng/docs/faq_su discusses, I'm trying to use sudo.

Do the instructions for SFTP work if I need a password to use sudo?

I followed the instruction for SFTP, by using sudo /bin/sftp-server, but am getting an error. I'm wondering if this is because I need to input a password to do sudo.

Thanks.