Since the 5.8.x, you can use the !#:
https://beta.winscp.net/eng/docs/ui_pref_integration_app#client_path

This request is tracked here:
https://beta.winscp.net/tracker/1020

Edit: It will work for standard ssh port 22 but for non default ports, it won't.

There is no pattern for port in Putty command line options so if you use WinSCP to open Putty Portable, it won't work.

Currently: PuTTYPortable.exe !U@!@
Should be: PuTTYPortableLinker.exe !U@!@ -p !X (!X or something else which gets replaced with the port of the WinSCP site)

Thank you