Connection Timed out

Hi guys!

I have to configure a new SFTP server. I followed the steps provided on WinSCP (https://winscp.net/eng/docs/guide_windows_openssh_server#configuring_ssh_server) but on the final step of my process, I'm getting the error:

Network error: Connection to "..." timed out.

I checked the firewall rules from the server and it is ok, an inbound rule for the port 22 was created, allowing everything. Also, when I tried to create a new session, on the server, just using localhost, I got this message:

Cannot initialize SFTP protocol. Is the host running an SFTP server?

But my OpenSSH SSH server is already running.
I have already tried to add WinSCP on "Allowed apps and features".
Any thoughts?

Thanks

Please ask at an appropriate site like https://superuser.com/.