The Window page on the Preferences dialog allows you to configure display options of WinSCP window.
Refer to documentation of page sections:
The Automatically save workspace on exit checkbox enables automatic workspace saving.
In the Default workspace name box, specify (or select) a workspace name to use for automatic saving, when no specific workspace is opened.
Check Save passwords to save passwords for ad hoc sessions, when automatically saving workspace.
You can have current path shown in main window caption (and on taskbar button). By default only the last path component is shown (option Show short path). You can have also full path shown (option Show full path) or hide it altogether (option Do not show).
The Minimize main window to taskbar status area checkbox switches between minimization to task bar and taskbar status area (system tray). The option affects the main windows of WinSCP as well as its console window.
The Open new externally initiated sessions in existing window checkbox controls whether externally opened sessions (using desktop shortcuts, command-line, jumplist) open in new window or existing window (i.e. new or existing instance of WinSCP). Alternative mode can always be selected by holding down
Shift key when opening session.
The Keep main window open when the last session is closed checkbox controls if the application should close, after the Login dialog, that automatically opens with the last closed session, is cancelled without opening new session.