OMG, It's been right there in plain sight all this time! Thank you!
In my previous post, I've named the very checkbox you need to check in Preferences. And it's very first checkbox in the the screenshot on the linked page. And it's actually the very first checkbox that you see, when you open WinSCP's Preferences dialog.
I appreciate the link, but that's just an overwhelming amount of information and I don't see where I can turn that dialog box back on.
When you upload/download a file, there is a File Transfer dialog box that pops up and give you the option to generate a script so that future transfers can be automated. I can figure out how to get this box back after click 'Don't show this again'. Please help!