Checkbox at "Transfer Settings" > "Upload Options".
After a file is uploaded to a FTP site, WinSCP should recieve the actual timestamp from the server and set it in the local file (changed date).
There are some FTP servers which don't support setting the timestamp remotely. They will use their actual local time as changed date.
So you'll get different timestamps for equal files - which will become a problem when synchronizing.
When you fetch the timestamp from the server and write it back to the local file they'll be equal.