SSH working but not SFTP on Windows 2012

I have installed OpenSSH-Win64 last version, services starts as it should.
I can log in with PuTTY to SSH, but when I try to login to SFTP it says as attached file.

What I'm doing wrong?
//Toni

Check the SSH log file for any hints why it fails to start SFTP server.
There might be something useful in the WinSCP log file too.