Why I cannot see some local folders?

Local file panel is shown in the Commander interface only. While it is the default interface, you might have switched to the alternative Explorer interface, which shows remote panel only.

You can switch back to the Commander interface in preferences.

When you are running WinSCP as Administrator for whatever reason, you might not see the network drives mapped for your actual local account. Again, either use UNC paths to access the network drives. Or even better, avoid running WinSCP as Administrator. There is generally no need for that and it is a security issue.

Some virtual desktop environments, such as Citrix, can show drives from other computers in the Windows File Explorer including their drive letters (labeled like Network Drive (X: on SERVER)). But those drives letters are not real drive letters in the local Citrix file system. As such, WinSCP cannot see them directly. You have to map those drives to real local Citrix drive letters, or use UNC paths, to access them in WinSCP.

WinSCP honors local system drive policy. So if your drives are hidden from Windows File Explorer, they are hidden from WinSCP too.

You can have WinSCP ignore the policy by setting raw configuration settings Interface\HonorDrivePolicy.