Never done this for WinSCP but with other applications. Use the "port forwarding" feature of ssh. Of course you'll need to read a few documents/man pages and put some time into it to get the hang of it but it's really neat once you get the hang of port forwarding.
Hint: You'll use the option: -L port:host:hostport
Hope the subject is not too confusing....
What I am tryoing to do:
Connect WinSCP to one machine, this machine forwards the connection to another machine which is accessible only from this machine.
Can this be done with WinSCP?
Any hint appreciated,