I had trouble connecting to winscp too until I played around with the settings. Try to turn Edge off. If you can't, go to install and install Services, that lets u turn Edge, Wifi, Bluetooth and SSH on and off faster.
Now I can use winscp and putty with Edge off.
When u jailbreak your phone u should have gotten an installer icon on your phone. Got in there and look for Services and install it. Did you install Bsd subsytem and openssh yet. If not you need to install that first.