WinSCP cannot do this for you on its own.
But you can enable XML logging. In case of a disaster, you can write a script to parse the XML logs to collect all files that were previously uploaded and use those paths to build a download script.
See also https://winscp.net/eng/docs/logging_xml#xslt

Dear WinSCP experts,

I use WinSCP for quite some time to transfer files from my laptop to a remote computer. The directory structures are mostly the same, but much more directories and data are present on the remote computer, which I use for more demanding computations. So I use WinSCP to copy files back and forth, but also to regularly make complete backups of my notebook directories to the remote computer.

The problem is, if I will need to restore this kind of "backup" someday, I am in some trouble as I will have to manually select what needs to be restored. So my question is: Is there a way to log the file transfer of such a backup session to a local file, such that I could later use this file to restore only the files which have been previously uploaded? Of course a copy of the log file itself on the remote computer might help in certain situations.

Best regards,

Norbert