Oh my god, I'm so blind. Thank you very much! :)

See "Selected files only" option:
https://winscp.net/eng/docs/ui_synchronize

I would like a possibility to select folders and click on synchronize and only synchronize this selected folders instead of the current parent folder.

I have many sub-folders with thousands of files in each folder. To synchronize the whole parent folder make no sense in my case and take too much time. So I want select the folders I wish to synchronize. That feature would be a great help ;)