SessionOptions sessionOptions = new SessionOptions
{
    Protocol = Protocol.Sftp,
    HostName = "example.com",
    UserName = "username",
    Password = "password",
};

sessionOptions.AddRawSettings("Tunnel", "1");
sessionOptions.AddRawSettings("TunnelHostName", "tunnel.example.com");
sessionOptions.AddRawSettings("TunnelUserName", "username");
sessionOptions.AddRawSettings("TunnelPasswordPlain", "password");

using (Session session = new Session())
{
    session.Open(sessionOptions);

    // Your code
}