Sorry, but if you want our help, then provide us more information based on what I wrote above.
What is the key they gave you for?

Thanks @Martin. Can you pls walk me through on how I can connect the client's server using WinSCP tool with this .pub file they gave.

You cannot convert .pub file (public key) to .ppk (private key). That makes no sense.
And you cannot authenticate to a server using a public key.

Isn't that actually a server public key?
See https://winscp.net/eng/docs/ssh_keys

Hello Forum,
I am new here but need help replacing an expiring key (time is of the essence here). The discussing issue in this thread is kind of related to the problem I have now, although it did not help me much. A client sent us an id_ssh.pub key file and ask us to rename as required to replace an expiring key. But I don't know how to convert this .pub key to .ppk. I tried converting the .pub file (from the client) using the PuTTYgen tool as I have seen in many blogs but it is not recognizing it as a private OpenSSH key.
Please direct me on how to use this .pub key file or any helpful steps that help me do the necessary conversion to enable me to connect to the client's SFTP using the WinSCP tool.
Thanks
Sam