KeePass - Overriding the URL field
The url field can also be used to start a program and, thus, not only to contains a valid URL.
The official documentation is located here: https://keepass.info/help/base/autourl.html.
Start Putty from KeePass
If you don't have putty installed on your machine, download it from https://www.putty.org/. You just need the putty.exe file.
Download it and save putty.exe in a directory present in your PATH.
To do this, even if you're not an administrator of your machine, just start a MS DOS console and run echo %PATH%. You'll then see the list of directories already present and take the one where you can copy a new file. Then copy putty.exe in that folder. So, from now, you can just run putty.exe from everywhere.
Update your KeePass entry and set the URL property to the following instruction: cmd://putty.exe -load "Default Settings" {S:host} -l {USERNAME} -pw {PASSWORD}
Make sure you have fill in the host advanced property.
Start WinSCP from KeePass
If you wish to open WinSCP and see files, you can achieve this by updating your KeePass entry and set the URL property to the following instruction: cmd://"{ENV_PROGRAMFILES_X86}\WinSCP\WinSCP.exe" sftp://{USERNAME}:{PASSWORD}@{S:ip}:{T-REPLACE-RX:/{S:port}/-1//}{S:path}
Make sure you have fill in the ip advanced property. You can also set the port and path properties; but they are optional.
Start a RDP/TS connection from KeePass
You can also start a remote desktop / terminal server connection from within KeePass.
The URL has to be set like this: cmd://mstsc.exe /v:{S:host} /f
Make sure you have fill in the host advanced property.