OK. Will see if more people ask for that.

Edit 2021: See "Keep temporary copies of remote files in deterministic paths":
https://beta.winscp.net/eng/docs/ui_pref_storage

I configure WinSCP to edit a file using my prefer editor, when that occurs, WinSCP create a file backup, but when I finish the modification and close my editor, the file is delete from the backup folder. I need that file not be erased because I need that file as repository or history backup, that is more easy and I don't need download, modify and upload to keep a copy.

No.
Can you explain me in more details what would you use the option for?

Please, I need when I close WinSCP the temporal directory don't be erase. I need to keep this directory as repository when I edit a file directly on action edit using my editor. Some config for this?

Thanks.