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Issue 1682 – Support OpenSSH ssh-agent

: Core
: Unspecified
: Enhancement
: Low
Though it's more likely to get implemented, if you ask PuTTY team to implement it, rather than here.
Here is a proxy agent that allows WinSCP talking to OpenSSH agent:
Use with caution.
The version of Pageant included since WinSCP 5.20.4 can talk to OpenSSH.
So while you still cannot use WinSCP/PuTTY with OpenSSH agent, you can use Pageant instead for OpenSSH, PuTTY and WinSCP.