What protocols/ports to open for WinSCP

You will want to use the TCP destination port of 22 to classify the traffic (with optionally the destination IP of the server). The source port will change and not always be the same. Ports are part of the TCP header and destination IP is of course part of the IP header.

The port SSH is listening on the server doesn't have to be 22, but that is the default pot for the SSH protocol (including sftp). It wouldn't be different from the default if you didn't have to change the port in winscp when setting up the connection.

If you are using SCP or SFTP (which is most likely) then port 22 TCP will be used as the connection will be using the SSH protocol.