@slowreader: In your thread, until you posted a screenshot, it was not not clear to me that you were referring to the Transfer Settings presets toolbar. My instructions were for the Transfer options dialog.

It was certainly invisible to me, and when I asked for help, I was directed to "Transfer Settings" rather than "Preferences," and there there is no such option in the sub-menu!
Very annoying; ought to be fixed.
Thank you for asking!

Thanks for the reply. It did not look like Default had a submenu.

Go to Transfer page in Preferences:
https://winscp.net/eng/docs/ui_pref_transfer
And in the Defaults, set Filename modification > Lowercase:
https://winscp.net/eng/docs/ui_transfer_custom

I want to always convert files names to lower case on the remote site. Cannot find how to set this preference in Options.