Can I transfer files between two remote servers with WinSCP

If you want to transfers files directly from one server to another
If you want to transfers files between the two servers via local workstation

If you want to transfers files directly from one server to another

You cannot.

SFTP protocol does not allow this at all.

With SCP protocol it may be theoretically possible. However it has many drawbacks. It would require not only huge changes in WinSCP, but also many extensive configuration changes on both servers to allow authenticate on the second server from the first one (note that it would not be possible to use password authetication). So practically it would not have any advantage for most users.