Well, actually you should use configure the bash for WinSCP sessions (if your default/preferred shell is not bash-compatible).
The bash shell is recommended for working with WinSCP. If your default shell does not work with WinSCP, you can specify another shell. Typing the full path (e.g. /bin/bash or /usr/local/bin/bash) is recommended.
It develops that I can put any symbol as shell! So, "/bin/sh" works very well for me. Thanks for help, Martin!