Sorry, that's vague. What does it mean without downloading? You cannot work with remote data without downloading it. You can work with the data by downloading it to memory (without storing it to a physical local file), if that's what you mean. That's what Session.GetFile does.

Yes, I wanted to check whether I can use Session.GetFile to get the stream of Zip file without downloading and unzipping.

Are you looking for Session.GetFile?
https://winscp.net/eng/docs/library_session_getfile

Is there an option to get the stream of zip file in ftp without unzipping? The purpose is to allow application on host server to move zip files from ftp to azure blob without downloading as an intermediate step.

Note: I use C# and WinSCP latest beta version