I'm using WinSCP 5.6.1 with Windows 7. The right side of the GUI shows one pane above the other. Usually directories are shown in the top pane and files in the bottom pane. Today I clicked on a directory, then pushed the delete button on the keyboard to try to delete that directory. Nothing happened, of course. I then selected the parent directory in the upper pane, which showed the sub-directories in the bottom pane. Now, in the bottom pane, I could delete the desired directory.
My suggestion is to allow deletion of directories from the top pane. This would make it easier for users to figure out how to make the software do what they want. (I can see that's not how the user interface was meant to be used, but, as I say, it might make life easier for the user.)
Thanks for the program!