How do I change drive on remote panel?

You are probably connecting with WinSCP to SSH server on Windows. SCP and SFTP protocols use Unix concept on one-directory-root. It collides with multiple roots (=drives) on Windows.

Each SCP/SFTP servers solves the problem in different way. So far I’m not aware of any server that has some “fake” directory, listing all available drives, which would enable user of graphical client to enter another drive just by “clicking”.

So you usually need to use Open directory command and type path to another drive manually.

On OpenSSH server you need to type path like /cygdrive/X, where X is the drive letter. On Vandyke (and some others) server you need to type path like X:/, where X is the drive letter.

If you usually used one drive only with WinSCP, you would probably want to bookmark it, not to type it again all the time. Or use it as initial remote directory.