If a Linux user has sudo privileges ( for example with a sudoers file) they can be elevated to root through winscp with the below procedure:
Create an entry on your sudoers.d directory and allow user to execute sudo commands without password.
Select advanced settings on winscp (scp connection)
on shell tab select the one shown below
By doing the above you will login as root (elevated privileges on your specific user – myuser in my case)