1) Typing in the destination stinks. Can you provide the right panel of the normal interface so that I can select the destination, see what other files are there, create a directory etc?
I think that this is against Windows concept of the "sent to" menu. If you want full feature of WinSCP, just open the session.
2) After transferring the file, how can I stop it from telling me that it is done?
You cannot. I may add such option in future.
3) The transfer complete notification window has a title of "Error", even though it says "Operation was successfully completed". Perhaps the title should be "Notification" or something since it's not an error.
I hope that this was fixed in 3.6.5, what version do you use?