I have checked SFTP protocol specification. Unfortunatelly it does not provide way how to tell server if client wants to get the symlink file or symlink target. It it not even specific about what the server should provide by default.

For example OpenSSH SFTP server (mostly used) always returns symbolic link target.

Almost the same applies to SCP protocol.

So probably there is currently no way how to fulfil you need :-(

There is no 3.2.6 version of WinSCP :-) What is actually your version? Since 3.5 WinSCP should do what you need.

Update: I have realized that WinSCP actually ignors symlinks to directories. But it follows symlinks to files. What kind of symlink you have problems with?

Please copy LINKS form Linux as LINKS in WINDOWS.
When I am copying any directory tree, process ends with error (contents of links is copied).

WINSCP 3.2.6, SFTP protocol
Thanks