I assume you mean TLS (if not, please explain what is "tsl").
For TLS, use ftpes (explicit) or ftps (implicit).
See https://winscp.net/eng/docs/session_url#elements

Hello, say I have a link like this ftp://username:pass@test.ddns.net:2500.
When I click on it, it opens WinSCP and tries to login, but the site needs tsl. What can I do to this link to make it use tsl? Or how do I make winscp auto use tsl when a link is passed to it? I hope this make sense.

Thanks