You cannot "get access to WinSCP". WinSCP is just a client you can use to access remote machines/servers. If you were given an access to remote server and the access actually does not work, please talk to those who gave you the access.

I got access to WinSCP yesterday, and am unable to log in still. The errors I keep getting involve the proxy not being authenticated. The one I get when I think I am using everything right says "Proxy error: 407 Proxy Authentication Required." Please let me know how you can help.