Configuring an SSH tunnel with FileZilla
Solution 1:
No, FileZilla does not have the "Tunnel" feature of WinSCP.
But you can use an external tunnel: How to use FileZilla to connect with indirect remote server?
Solution 2:
As Martin Prikryl, FileZilla doesn't support tunneling using a proxy server.
A feature request on this topic got closed: #4806 closed Feature request (rejected) - Add FTP over SSH (tunneling using a proxy server)