How to set up encrypted SFTP connection with PuTTY on WinSCP?

Hello, I am not any expert, I am a beginner with this topic. I would like to ask for a help. I have a webhosting related with my website and I would like to encrypt the SFTP connection with the server with using WinSCP together with PuTTY key. Can you explain me how to proceed this with WinSCP, please? How to encrypt the connection between my computer and hosting provider's server?

Thank you for your help.

SFTP is always encrypted.
If you are asking how to authenticate to your server using a public key, then you need to specify the key here:
https://winscp.net/eng/docs/ui_login_authentication