WinSCP can store its configuration both to Windows registry and INI file. When installed, the configuration is stored by default into the registry. Portable versions use by default an INI file (if possible). To switch the storage see Storage tab of Preferences window.

You can clean up all configuration data stored on your machine.

You can export your configuration into an INI file using Export button on Preferences dialog. To import the configuration on another location, copy the INI file into the directory that WinSCP is installed. You can then change the storage to make WinSCP import the settings from an INI file to the registry.

If you use registry as configuration storage, the configuration is stored under following key.

[HKEY_CURRENT_USER\Software\Martin Prikryl\WinSCP 2] 

Learn how to configure WinSCP for portable use.

Learn how to distribute pre-configured version of WinSCP.