Switching users using WinSCP between different accounts

There is a FAQ for this question on WinSCP site:
How do I change user after login (e.g. su root)?

You need to specify the sudo command in WinSCP session settings, as custom shell (if you are using SCP) or use sudo in custom SFTP server startup command (if you are using SFTP).

Though there are some limitations, notably that you need to configure sudo not to require a password.

See the link for details.

No, it is impossible. When you want to switch user using SCP (WinSCP in your case) your need to relogin. You can't run any commands in SCP-session, just manage files; fnd SCP-protocol itself supports no mechanisms to change current users' id. You must use SSH if you want to have a possibility to change a user in a session.

If the user has sudo to another user via SSH.The same sudo to another user works via WinSCP following the below settings.In File Protocol select SCP, pass the hostname, username, and password/key and in advanced settings under SCP/Shell in Shell pass the value as /usr/bin/sudo -u username -i, click on ok and save the settings.Now in Winscp, the user is logged in as the username provided in SCP/Shell.