WinSCP allows you to easily clean up the data it has created on your computer. You should do the clean up, when you have no session opened in WinSCP, and there is no other instance of WinSCP running.
In the list check the data you want to remove or use button Un/check all to select all data. The list shows only data that exist.
This option removes only caches stored in registry. If you use INI file, check Configuration INI file.
The Configuration INI file contains all above configuration if you use it instead of registry as configuration storage.
The Random seed file contains some randomly generated data that are used on WinSCP startup to seed its encryption random number generator.
This option removes temporary folders created by WinSCP on your computer.