That's not something that WinSCP should do. You have to configure that server-side. The term to google is "chroot".
Have downloaded WinSCP version 5.17.8 ( Build 10803 ) on my personal computer running the Microsoft Windows 10 ( Home ) Edition operating system. I am using the Graphical User Interface ( GUI - Commander style ) to connect between my Windows host operating system and my Debian version 9.5 Linux virtual machine ( i.e., the guest operating system ). It works fine. I just need to know if it is possible to lock the remote Linux directory ( i.e., "/home/anonymous" ) so that other users can log in to my anonymous Linux account, and not be able to access any other Linux directories from within WinSCP. Thank you.