In new version of WinSCP is cache issue. I mean, if I open some catalog via WinSCP and later go back in main catalog and then want to delete the catalog it wont let me delete it and gives me attention that catalog is opened in other program. But i'm currently not in this catalog with WinSCP anymore. So if I close the WinSCP, then it let's me delete catalog.
In previous versions of WinSCP this problem not occured.