WinSCP to Putty and Putty (new user) back to WinSCP

I open WinSCP then open the linked terminal (Putty with 'auto password winscp'). After he automatically log-in, then with another user, or even apply 'sudo su' to switch to change to another user. Would you return the new login (or root user) back to WinSCP?

It's not technically possible.

You have to switch user in WinSCP. See:
https://winscp.net/eng/docs/faq_su