No WinSCP does not support that.
Sorry for my bad English. I tryed to search for that topic but without result. I need the possibility to manage archives directly in WinSCP. Until now I was using Total Commander as FTP client. With TC I can brouse in all (ot the most) archive formats. For example if i download some script archived I can go directly into it and unzip the content at the remote folder. I thing that the program is using temp folder for unziping the files.
If I'm not clear enough I'll try to explain my problem again.