I vote for this RFE!

From another Fx user

Thanks for the resources. I'll eventually study them, when I find time to work on this.

Well, basically, your application consists of a user interface that's written in XUL and the program code, written in JavaScript (which is probably not very practical for winscp ... but there are workarounds: call external code).
http://forums.mozillazine.org/viewtopic.php?t=164881

Places to start:
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http://forums.mozillazine.org/viewforum.php?f=19
You might find help on #mozdev on irc.mozilla.org as well.

I spent some time searching for docs about creating firefox extensions, but I have not found any :(

I know that's not a small task, but it woul be extremely nice to have that ... and it would solve the discussion about ftp functionality in winscp (as it could simply be installed in parallel with fireFTP).
Unfortunately I think this would have to be a significant rewrite, and a couple of features are probably impossible to include under the Firefox GUI.