You can specify private key for authentication here:
https://winscp.net/eng/docs/ui_login_authentication

See also Set up SSH public key authentication.

When I mean newbie, I mean newbie so I can help answer your questions to help me answer mine. So here it goes. First off I would like to thank you all for answering this question. So here it goes. I have a public and private key already in my webserver .ssh folder. I called it authorized_keys. This allows me to sign into my web server on a different port. It works and I love it, as passwords are for suckers. Now I would like to get WinSCP to log into my webserver to dish out my files and do everything I need. At one time I had it working, but now, I'm in the dark about how to do it. The keypair that is currently on my webserver is 4096. I'm very new to Linux line commands so I also use Webmin to help me out.
So how do I give WinSCP a keypair to put on my webserver, so when I log in with WinSCP it works, and when I log into my webserver, I can still use my current one?
Thanks