Hi Radhakrishnan,
To resolve this:
1. Open terminal and Enter the command - sudo apt-get install openssh-server
//If already install, no can proceed to next step.
2. Power-off the machine
Hit and Trials:
Trial-1:
3. Goto vmware setting-->Select "Network Adapter" -->Select NAT
4. Save the setting and Power-on the machine.
5. Check the Winscp connection

Trail-2:
3. Goto vmware setting-->Select "Network Adapter" -->Select Bridge Connection
//Make sure replication state will unchecked.
4. Save the setting and Power-on the machine.
5. Check the Winscp connection

Trail-3:
3. Goto vmware setting-->Select "Network Adapter" -->Select Host-Only
4. Save the setting and Power-on the machine.
5. Check the Winscp connection

Reason for Trials-With very of the Network adapter, they won't support all the connection way out. To test which one to support by trails.

Hope this helps.
Thanks.

If you are using oracle virtual box to connect cloudera :

1. Go to settings-->Network--> Select Bridged Network in Attached to option --> click on advance and refresh the mac address.

2. Start cloudera machine--> in cloudera terminal--> type ipconfig.

3. Note down the IP address. It should either start with 192.x.x.x or 10.x.x.x. 

4. Open Wincp --> mention ip address that you have noted earlier --> port number default to 22.

5. Username-->cloudera(default) and password-->cloudera(default)

 

You are now connected with WINCP. :) Kudos!