Also, I've now installed WinSCP
This is what I've entered in order for it to proceed to the next part.
File protocol: SCP
Host name: 10.0.0.5
Port Number: 22
Username: root
Password: recalboxroot
It then proceeds to a dialog box and asks for a password which again I entered recalboxroot. It then asked if I wanted to proceed with the connection etc which I clicked yes. I will now try to copy a rom into a folder and let you know if this works
And now I can see a page similar to your second photo. I will try to copy a rom to a folder