See https://winscp.net/eng/docs/ui_pref_integration_app
It's linked numerous times from the
https://winscp.net/eng/docs/integration_putty

I want to set up putty to open the current directory. After searching help online I learned it can be done by invoking putty using command "%ProgramFiles%\PuTTY\putty.exe" -t -m "%TEMP%\putty.txt" !`cmd /C echo cd "!/" ; /bin/bash -login > "%TEMP%\putty.txt"`. However, I am confused where to put this command. Putty was invoked in winscp by "control+p". But where should I modify the command behind this shortcut? Thank you very much.