I am trying to log in to my computer at work through cyberduck.
I can ssh into the computer just fine but I must first SSH into the central system, then ssh from there into my computer.
Is there a way to allow Cyberduck to ssh into my work computer, i.e. ssh twice at once?
You can use e.g. PuTTY to set up the port forwarding, also called an SSH tunneling (for purposes such as yours).
See https://the.earth.li/~sgtatham/putty/latest/htmldoc/Chapter3.html#using-port-forwarding
Alternatively you can use an SFTP client that supports this natively, e.g. WinSCP.
There's a guide for this here:
https://winscp.net/eng/docs/guide_tunnel
Note that aside from instructions, how to do this using WinSCP native tunneling functionality (section Section up tunnel in WinSCP), the guide also shows, how to tunnel WinSCP via PuTTY (section Section up tunnel using PuTTY for SFTP/SCP session). So if you insist on using Cyberduck, you can just replace WinSCP with Cyberduck in the guide.
(I'm the author of WinSCP)