Seems I get to make appearance on these forums as well...
I have no experience on WinSCP but I do believe they'll use ssh. Just make sure you have chose the correct protocol from it.
I'm trying to connect to my box using Putty and WinSCP to browse my files, my understanding is that both of these simply use SSH to do so.
This part seems ok. SSH is running so that's not an issue.
I have the sshd package installed and had it set to start on boot, and during the boot process just before login i get the echoed message sayng sshd has been started.
This seems to be the problem. Your router acts as a DHCP server? In this case your PuTTY connection will try to find your LAN IP but that isn't available at all so it times out. What you need to do is, get the routers IP. Router gets it's IP from your ISP. After you know your router's IP, use NAT on it to forward port 22 or whichever you use for SSH to your LAN machine. Now the router should forward all PuTTY's connections to the correct place. You can find the routers IP with "tracert" on WIN or "traceroute" on linux. Or check in the configuration utility of the router what's it's WAN IP is.
From what i can see on my router it looks as if the box has connected to the routers DHCP and aquired an IP address, but when i place this into my putty i just get a timeout error kicked back which would suggest.
In linux, issue "ifconfig eth0" and tells your IP.
How can i confirm my boxes IP address? and how can i confirm is SSH is started?
To check if SSH is running, try "ps ax | grep ssh".
Issue following: "/etc/rc.d/rc.ssh start"
If SSH isn't running then can I start it?
Above is from memory as I haven't used slack for a while. Probably will install it on my laptop this weekend, though :)