Thanks Martin for reply...and no, it's not only one file.
But I figured out a solution by using [FileTransferred] event, and check [CreationTime] property of the file transferred.
It seems that it will to the trick.

You cannot detect with with Session.SynchronizeDirectories.
But if it's just about a single file, you can make use of this example that basically synchronizes a file manually:
https://winscp.net/eng/docs/library_session_getfiles#example

Hello,
I'm using SynchronizeDirectories method and I'm interested in a way to detect if the local file already exists before start downloading it (I need to send notifications if syncronize method tries to download an existing file)

Thanks.