Use the Script tab to generate a WinSCP script template for the session or the file transfer.

I have try to generated session URL/Code (Batch or script file) for transfer files, but able to get only the open command with the session URL and nothing for the cd and lcd commands of the transfer and the put commands to actually transfer the files.
I have connected to remote server, switch to source directory, highlighted the appropriated file and than go to Session > Generate session URL/code.
Have I missed some steps?
The screenshot has been attached.
I use WinSCP 5.19.5 version.

See https://winscp.net/eng/docs/ui_generateurl (or https://winscp.net/eng/docs/guide_automation#generating):

To open the dialog to generate a file transfer code, use:

• Transfer Settings > Generate Code command on the Transfer Options dialog.