WinSCP: Synchronized Browsing (Commands > Synchronize Browsing)
This function is available in the Commander interface only. To turn it on go to Commands > Synchronize Browsing. State of the synchronized browsing is saved per-site. You can also enable synchronized browsing for the site on Directories page of Advanced Site Settings dialog..
https://winscp.net/eng/docs/task_navigate#synchronize_browsing