Instead of RTFM, you could simply suggest that "copy" and "transfer" are the same.
1) Double-click a file to upload it (instead of opening it).
2) When clicking on a file or folder to select it, instead of a barely visible dotted line appearing around it, highlight it with a solid, transparent gray box, just as it would be highlighted in Windows Explorer or any other Explorer-like dialog box.
NOTE: This might be a bug in WinSCP. If I select more than one file by Ctrl-clicking or Shift-clicking, the Gray box appears. But when I click on another file, that does not de-select the previous selection.
3) Marquee selecting, as in Windows Explorer. That is, click and drag to draw a rectangular marquee around files to select a group of files/folders.