Use SessionOptions.SshPrivateKeyPath to specify your private key:
https://winscp.net/eng/docs/library_sessionoptions#sshprivatekeypath

WinSCP GUI can even generate a code template for you:
https://winscp.net/eng/docs/ui_generateurl

I have been asked to set up an automated SFTP connection using C#. I'm already using WinSCPnet.dll on a different connection. It uses the key-fingerprint option with the fingerprint provided by a business partner. The new connection is to use Public Key Authorization. I have created the public and private keys and provided the public key to the business partner. My question is what do I have to do to my C# program to make this connection? I can't find an example of this type of connection. Can you point me in the right direction?