You will type su - from terminal, not from winscp.
One is a file transfer tool (winscp) and the other is the command prompt (putty). Provided you know the root password, you will first log in as mc–, then when successfully logged in, su -. Here, as root, you can make the changes to the SSHD configuration (or skip it if you choose), and go right to installing JDK8 & updating the webui.