Windows has a general way of selecting the operation performed by drag&drop.
To copy, hold down
Ctrl key while dragging. To move, hold down
Shift key. And to create a link/shortcut (not applicable to WinSCP), hold down both
What if you want to make “copy” the default operation? WinSCP cannot do this. It is always the target application (Windows Explorer usually), that selects the default drag&drop operation. The only thing that WinSCP can do is disable move operations all together. This would force Windows Explorer to use “copy”, because there wouldn’t be another option. Note that WinSCP actually disables “move” by default, so you have probably enabled it before.
There is one trick to allow both move and copy while making copy the default. Windows Explorer select its default operation using a simple algorithm. If you drag files within a drive, it moves them. If you drag files between two drives, it copies them. When you drag files from WinSCP, Windows Explorer thinks that they are in the temporary folder (read more about this). So if you have more then one drive in your machine, and there is a particular drive that you usually drag files to, then place your temporary directory on any other drive will give you copying by default. You can change the location of the temporary directory in preferences.