Sometimes I have a couple of folders and there are files in the folders.
Now I want to copy all the files from these folders to one place.
There is a search where I can e.g. search for *.txt files and then all of them are displayed in the folders.
But how can I then copy them all to one place?
It's annoying to open every folder and then move files around.
Just write a script in your favourite language that takes paths from the clipboard and processes them (e.g. with use of WinSCP .NET assembly).
Your request is rather unusual, so I do not think it will make it to core WinSCP.
How exactly are you doing this "with SFTP via Windows"?