Yes, it can be the firewall or the router, or basically anything on the line between you and the server.

Thank you very much that solved my problem, but why does that happen? Where I work and I connect to the server that does not happen, instead where I live if it happens, would I have to worry? Is it a problem with my network or something? According to the information you provided me, it could be a problem with a firewall or router, the latter could be the problem since I tried another device and it gave me the same problem. In conclusion, it is normal for it to disconnect due to inactivity, or it could be configured something?

Did you try enabling keepalives?
https://winscp.net/eng/docs/ui_login_connection

Well, the problem I have is that when I am connected to a server and I stop using the application for a moment and I go back again and when I want to enter a folder, the part of the server files is blank (image 1) Then the message appears of "the server has not responded for more than 15 seconds" (Image 2) and then another message of "network error: the application causes a connection closure" and later it reconnects to the server.