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Applications Integration tab allows user to configure how WinSCP integrates with other applications, particularly with PuTTY.
Check Remember session password and pass it to PuTTY checkbox to make WinSCP keep session password in memory and pass it to PuTTY when using Open in PuTTY function (using command-line parameter
-pw). However better approach would be to use public key authentication together with Pageant.
Check Automatically open new sessions in PuTTY to automatically send all sessions opened in WinSCP also to PuTTY.