Once again, is it a client certificate or a server certificate? What do you mean by "identification parameter". What do you mean by "can't find my file"? Maybe a screenshot might help to explain your troubles.

I tried to use Go Daddy Secure Certificate Authority - G2. I installed it in the base folder (where Windows showed me) but it didn't help. Later I found the option to add a certificate file in an advanced option (TLS/SSL) called identification parameter, but WinSCP can't find my file.
The file type is .crt.

Do you mean "Client certificate"? What protocol are you trying to use it with? What exactly do you mean by "can't add"?

Hello, I can't use Go Daddy Secure Certificate Authority - G2 in a new WinSCP session. How can I do this? When I click on advanced (when creating a new session) after selecting TLS/SSL I can't add the certificate.