WinSCP's menus don't seem to like multiple monitors. If you pull down a menu while WinSCP is on a secondary screen, the menu will be drawn on the closest edge of the primary screen.
Run WinSCP on your primary monitor or move the mouse to the primary monitor to click on menu items.
Version: 3.8.0 (Build 312)
Interface style: Explorer
Error message: none
Steps to reproduce: Hook up two monitors. Put the WinSCP window on one. Pull down a menu.
Log file: Not applicable