Did you turn on USBnet mode (toggle from USB Mass Storage to USB Net) on your Kindle? Via USBnetwork KUAL buttons or by using a " ;un" search bar command to toggle it on/off ?
Check the current status using KUAL extension... and in WinSCP are you using SCP as a File Protocol ?
Are you trying to use USBnetwork hack on Kindle 3 or some other Kindle device?? I can't recall the details if USBNetworking hack had that ;un shortcut command defined in the era of Kindle v3.xx firmware ... I haven't used a Kindle 3 aka Kindle Keyboard since 2011.