Sorry, but your description is rather vague.
Do you mean that when you login to another session/server, you want WinSCP local panel to show the same folder, as the last time you have used that session/server?

Make sure that Remember last used directory is on:
https://winscp.net/eng/docs/ui_login_directories
and that local panel's Do not change state when switching sessions is off:
https://winscp.net/eng/docs/ui_pref_panels_local

Though both are defaults.

Hello,
I searched on this forum and the docs and did not find the solution.

I have to synchronize various SFTP - different connection - different folder into one big folder which contains a folder for each SFTP.

When I synchronize to an other SFTP, it shows my last local folder used by WinSCP and not the last folder used for this specific SFTP (synchronization).

Is it a normal behavior?
Should I do it in another way? Except scripting?
Could it be a feature request?

Thank you,