I find the "resume" feature of winscp very useful, because my former favourite sftp client from openssh can't do it.
I just had some problems finding out that it works and how it works.I had a partially downloaded file in my local directory and wanted to resume downloading.
I had to use Copy command. I was a little afraid that it would somehow corrupt my partial file without asking. But I did it.
Then it asked whether to overwrite or append. I didn't want either.
Only on the support forums I found out that I need to press Append button and only then winscp will ask me if I want to resume or really append.
I suggest that Resume button is added directly in between the choices when applicable to avoid such confusion.