@JPinMiddleEarth: That wasn't clear to me at all from the wording of the question. WinSCP uses the default network.

There's SouceAddress "raw settings" (for SSH-based protocols only – SFTP, SCP), which you should be able to use to select another network:
https://winscp.net/eng/docs/rawsettings#sourceaddress

Martin, you have to be the most unhelpful 'Site Admin' around. This is clearly a question for WinSCP support. They are asking if there are any settings in WinSCP to ensure it tries to connect to the server using the VPN tunnel.

This is something you have to ask the server administrator.
We cannot know if the server even listens for SFTP connections, let only what the credentials are.

Hello There!

Just wondering if my case can assistance or not. Here me out!
Currently, I am connected to a VPN connection that allows me to access into a Windows Server via RDP. My question is, how do I connect using WinSCP to do file transfer from my local machine to the Windows server? I am able to ping and use RDP to connect to the server but when it comes to using WinSCP I'm not able to. Instead, an error message popped out indicating network error.

As for now, the configuration that I have done is to connect the Windows Server through port 22 with a username and password that was set within the user management in the Windows Server.

Any help would be appreciated.

Regards,
Eric