I'm not sure that you mean.
Either you mean the "Keep remote directory up to date"
function. That function has clear progress window:
You can use the window to stop the function. Unless you have possibly minimized the window to the system tray (Windows notification area). If that's the case, locate WinSCP icon there, to restore the window and stop the function.
Or you mean the "Keep local directory up to date"
It has clear console progress window too, which you can stop by using
, as the window says. Or simply close the window.
If you cannot locate either of the windows for any reason, simple system restart would stop them.