Mapping Local drives

Hi, we are using WinSCP 5.9.5V and would like to know how we can configure WinSCP to map local drives of local machine when using WinSCP on a citrix server.

Sorry, I do not understand what you mean by "map local drives of local machine".
You have to map drives in Windows, not in WinSCP.

Or you can open an UNC path/shared folder of your local machine.
You need the latest version of WinSCP to browse UNC paths:
https://winscp.net/tracker/133

I mean for example, you log in to your workstation and from there you launch a Citrix session to connect to a different network. When you open WinSCP can we see the local drives on the workstation?

Are those real mapped drives? Can you access them from Windows command-line? Can you post a File Explorer screenshot?

Possibly related:
https://winscp.net/eng/docs/faq_local_folders