Login into WinScp with sudo access

Open a new session. Put the IP and user ID.

Click on the Advance button below password field.

A new wizard will popup. Go to Environment >> Shell >> Change the shell field value to "sudo su -" by clicking on dropdown. Click on Ok to save.

This will close the current wizard and land to back on previous login screen. From here simply click on Login and put your password to login. 

Now you have successfully login to server with sudo access.