If you have trouble with SSH connections breaking, Jack Wallen shows you how you can enjoy a bit more persistence with the help of Eternal Terminal.

If you need to install openssh-server on either machine, you can do this from the GUI package manager, or run the installation from the command line.

For example, to use openSSH and its included tools, including SFTP, choose to install the openSSH package when setting up Cygwin.