First let me answer some questions for you: What is SSH? SSH is a secure way of transferring information (including files) between computers on a network. SFTP is a secure way of transferring files which, despite the name, has little in common with FTP. (definition via link). What is WinSCP?
WinSCP (Windows Secure copy) is an open source SFTP and FTP client for Microsoft Windows. Its main function is secure file transfer between a local and a remote computer. Beyond this, WinSCP offers basic file manager functionality.