Yes.....found it.
Thank you so much.

@rens.duijsens: The link I've posted points how to do that:

You can associate the color with site on Advanced Site Settings dialog.

See the Color button:
https://winscp.net/eng/docs/ui_login_advanced

Yes......I know one can change the color of the background when the session is live........ but I see no way of storing that color setting in the session preferences so the color will automatically appear again when I start a new session.

See https://winscp.net/eng/docs/task_connections#session_color

I would very much like to give each type of session it's own background collour.
For instance, by DEV environment can met light green, by my PRD environment MUST be red.
This, to prevent accidental actions on the production environment instead of in the DEV environment.