In Save Workspace dialog you specify a workspace name and options when saving workspace. You will get the dialog either after using Session > Save Workspace command in the menu or after choosing to save workspace when exiting the application.
Type a name of the workspace into the first box.
If there are any ad-hoc sessions opened that use password authentication, you can opt to save theirs passwords with workspace using Save passwords checkbox.1)
Use Create desktop shortcut to create a desktop shortcut to open the workspace.
Use Enable automatic workspace saving to have your workspace be automatically saved under the specified name every time you close WinSCP.
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