As I wrote above, this is not supported by WinSCP yet.
You didn't explain why do you need to set the variable.

I want to send a variable through an SCP connection to the server, in Linux for me was ok.

But I do not find a field where I can add the variable in the WinSCP client to connect via SCP.

In Linux I connect in a next way:

But via Windows in the graphical interface of WinSCP I can't find a way to do that.

I really appreciate your help!

I assume you mean the SendEnv directive, right?
https://man.openbsd.org/ssh_config#SendEnv
What exactly do you need it for?

A request for support for sending environment variables is tracked here:
Issue 1113 – Environment variables configuration for SSH sessions
You can vote for it.

Hello Team,

I have a little question about how to use WinSCP to send env variables or if is possible.

To send variables in Linux you can use scp -o but in Windows WinSCP Client it is possible?

Thanks, Team.