Hi Wiwat Leebhaisomboon,
1. Turn off compression. https://doc.componentpro.com/ComponentPro-Sftp/ComponentPro-Net-SecureShellConfig-EnableCompression.
2. Run the sample applications, which are located under the Samples folder. If you can run the samples, it may be possible to resolve the problem by checking your code against the sample code.
3. If no connection is established, check your firewall or router. It must allow outgoing connections to port 22 from your computer. Some firewalls detect well-known applications and let them out. So it can happen that WinSCP or FileZilla connects and your code does not.