vb.net sftp through a Proxy server

Hi All,

How can I upload file through a Proxy server in VB.net?
I couldn't find any document or sample.

Yes, use the set of Proxy* raw session settings:
https://winscp.net/eng/docs/rawsettings

You can configure your session in WinSCP GUI and have it generate a VB.NET code template for you:
https://winscp.net/eng/docs/ui_generateurl#code