You can make browser userscript to inject the key to the URL.

For an example, see:
https://winscp.net/eng/docs/guide_injecting_sftp_ftp_url_to_page

Thank you for reply me.

The web page is not under my control.
I will try something to do it, thank you

The session name has to match whole URL part between the slashes.

Another option is to encode the local path to the URL:
ftp://user:pass;x-localpath=C:\download\path@10.10.10.10/dafs.pdf
https://winscp.net/eng/docs/session_url#advanced

Thank you. I think I can understand why you don't like this Feature Requests.

But
When I open a webpage and click a URL(like ftp://user:pass@10.10.10.10/asdb.pdf),
I change the path to Desktop, and then I click another URL (like ftp://user:pass@10.10.10.10/dafs.pdf),
The default download path is still the Document path.

I also create a stored site named 10.10.10.10 (so as user and pass), and change its local path to Desktop. It doesn't work. The default download path is still the Document path.

The default download path is the last used local directory for the session.

If you create a stored site with same name as your URL, WinSCP should pick the download path from it.

I do not think I like the idea of skipping the download dialog and starting the download without any user intervention.

So that I need not click the dialog every time.

Thank you.