I got to configure the sftp site I'm attempting to connect to, I go to Advanced Site Settings, go to SSH -> Authentication -> Private key file:
Now, beforehand, I was given a private key file, from openssh. I opened it in Pagent, and converted (exported private key) as a PPK file. When I try and select this PPK, I get the error message:
"File '"C:\<path to ppk>\private_key.ppk"' does not exist or it does not contain private key in known format."
This same PPK file, however, will load into pagent, and I can auth using WinSCP and pagent; but I would just like to cut out the pagent middle-man, and just run the auth from WinSCP.