Thanks Martin for your effective help.
Zbigniew Kossowski

You can hide the hidden files in a file panel (they are hidden by default):
https://winscp.net/eng/docs/ui_file_panel#hidden_files

You can exclude the hidden and system files from a transfer:
https://winscp.net/eng/docs/ui_transfer_custom#other

Windows has system directories which are shown in Local pane with Atrr = sh eg. C\Users\user\Cookies. These directories are not accesible or breaks copying also in a scripts mode.
Is it possible to mask or filter files in a directory view by Atrr = sh ?