@joelgbr
(1) Is your Pie on the same network as your computer?
(2) What username and password are you using for WinSCP? It should be username: pi password: raspberry
(3) The Host name on WinSCP should be the IP address of your Pie... (You can find that by using the ShowIP function located in the RetropieConfiguration area...
(4) You can also use a Windows 'file explorer' window to talk to the RP by typing in // IP address (making sure it is recognizing it as a network instruction, and not a website)
(5) Install RetroPieManager (one of my favorite) by following the video below. It lets you access via your webrowser, by putting in the IP address followed by :8000 . It's pretty slick, and let's you know if the files you uploaded are compatible in those folders. Only issue with it is it doesn't quite work well will large files (500mb+)