Sorry, this is rather vague. WinSCP does not even allow you to rename a file to "empty" name (what I understand you mean by "deleting its name"). What exactly did you do?

I accidentally renamed a .jar file in my FTP. The problem was, I was trying to delete it but accidentally deleted it's name. Then the jar file just disappears. I don't know where the jar file is going and I need to delete it. Please help.