This is a very complex and broad question.
Please try yourself and ask more specific questions.

Also see:
https://winscp.net/eng/docs/custom_distribution
https://winscp.net/eng/docs/faq_chroot
https://winscp.net/eng/docs/administration

I need to do security session to people of firs level, example.. no change path, no activation bar of panels etc,, is very important because they can change some elemnts or intrance to other path..

thanks