@Pathduck: But what if I want e.g. to create a directory on the remote site?
Why do you want to type a command to create a directory?
Use Files > New > Directory.
Or are you actually trying to automate something? Do you want to write a script?
Then start here: https://winscp.net/eng/docs/guide_automation
Maybe you should actually explain us your overall task, rather than asking for tiny details. Because chances are, that you are on a completely wrong track.