See Add bookmark and Open directory commands in plugin's menu.
Hi. I'm using WinSCP. It's great, but every nawigation between far directories like /var/www/something/directory/ and /alt/other/directory or similar is most annoying action when You work with few directories on the same machine.
I suggest to make select list of editable shortcust for every saved connection. It seems to be a little upgrade making thousands happy and less stressed ;)