WinSCP supports numerous types of FTP proxies. Configure it at:
https://winscp.net/eng/docs/ui_login_proxy#type
Without more details, it's hard to help you more specifically.

Hi all:
This is my scenario
originserver1 ---FTP ---> ftp1server (no socks or proxy daemon; just FTP server) --> ftp2server.
originserver 1 is a Windows 2003 machine;
ftp1server is a Linux 7.x machine
ftp2server is a Windows machine.
To be clear I need the capability to use proxy commands as the man page of ftp client talks
https://www.mankier.com/1/ftp
Sadly Windows 2003 cli FTP command don't implement proxy command; and my tries to using WinSCP 6.x portable to emulate didn't work.
That's I'm asking for your kindly help if this is doable.

Thanks a lot.