So make sure the user1 owns the /home/user1 folder and user2 owns the /home/user2 folder.
And set their permissions to 700/rwx------ (= access to owner only).

Btw, this question has nothing to do with WinSCP.

Suppose I have a VPS. And maybe I want to password protect a folder /var/www, so other users can not access. Suppose I created user1 and user2. In the folder /home I make two folders named user1 and user2. And I want to user1 could go only to their constituents user1, and if he wants to go to the folder user2, he will give either the "Access Denied" or to ask for the password. Perhaps you understand what I mean.

What folder? Folder on the server?

Hello, I want to ask if you can set a password to the folder. In short, how you can password protect a given component.