I can't connect via SFTP on Windows Server 2012R2, what's the reason?

Question

SSH

Help, please, I have a private key private_key.ppk with which I go to the server terminal via SSH. But I can’t connect using the SFTP protocol either, maybe some parameters in the config file need to be set additionally, my password is disabled there, pubkey authentication is enabled. When connecting, SFTP gives the following error: SSH PUBLICKEY authentication failed SSH KEYBOARD authentication failed SFTP error #114