Here are the instructions on how to make that change:
1. Start PuTTY Key Generator (it was installed with Winscp)
2. Selected Conversions/Import and import the CustomerGauge key file that you were provided.
3. Save Private key as a .ppk file
4. Start Winscp and set up the connection: File Protocol: SFTP, Host Name (per your instructions), User Name (per your instructions) and find the .ppk file for the Private Key File.
5. Agree that the server’s host key was not found in cache.
6. Hit Yes and you should be there.
You can also use the PuTTY command-line sFTP client after you have converted the key: