First select the remote files or directories you want to download. Make sure that remote panel is still active and use Files > Copy (or press
Before the upload actually starts, the transfer options dialog will show. There you will have a chance to change the transfer options or the target directory. The target directory is by default the current local directory.
If you use Files > Move (or press
F6 key), the files will be moved to local directory (i.e.
transferred and deleted from remote directory).
Download on Background
By default the download starts on foreground, blocking the WinSCP window until it finishes. Learn how to schedule the background transfer.