I was also trying to fugure out how to edit existing sessions.
It is not obvious as "stored sessions" only appears in the login window right after you launch WinSCP. Once you have the main WinSCP window open, there appears to be no way to edit session info.
I'm not sure what you mean. Do you want to change settings of opened session or just manage the stored sessions while main window is opened?
If the first is true, what options do you want to change?