You are confusing an authentication key with encryption key.
You can connect without an authentication key. But you need to exchange the encryption key with the server.

You probably cannot connect because you are using 16 years old version of WinSCP. Upgrading will likely resolve it.

Hello,

I am using WinSCP version 4.2.5.
I am trying to connect to a server that is in the same network and domain as the server running WinSCP.
Actually, the target server is a GoAnywhere vault.
Our network administrator told me that connecting to the relevant GoA vault via SFTP does not require a key, but only a username and password.

But when I try to connect using just a username and password, I get the error

Couldn't agree a key exchange algorithm.

(Please see attached screenshots)

Is it possible to connect to my target GoA server using WinSCP, without specifying a key?
If so, how can I do it?

Regards,
Tsahi