How to see activities performed from WinSCP on ubuntu system

I frequently connect to ubuntu machines from WinSCP to perform some file actions like copying or deleting files. But these actions do not get recorded in any of the logs(Not that i know of) of Ubuntu system. Is there any way to record these actions and who the user was who performed these actions.IP address and timestamp notation would be even greater.

OpenSSH SFTP server can log individual SFTP operations.

Edit your sshd_config to run the SFTP server with -l switch, like:

Subsystem internal-sftp -l INFO

For details, refer to:
https://en.wikibooks.org/wiki/OpenSSH/Logging_and_Troubleshooting#Logging_SFTP_File_Transfers