A Context menu is a menu which pops up when you right-click on some part of the user interface.
Almost every component of the WinSCP window has a context menu. This menu contains commands that you can use to work with the comnponent that you have right-clicked.
So whenever you want to do something with anything, be it file, directory, toolbar panel or queued file transfer, try to right click it to see its context menu. You have good chance that the menu will contain the command you are looking for.
For example, see context menu of column header of remote file panel:
If particular component can have focus, like file icon in file panel, you can use also keyboard to open its context menu. The special key for this is usually located between right