@MrCalvin: That's the primary difference between the Commander and Explorer mode (not the shortcuts).
You can actually switch to Explorer-style shortcuts in the Commander mode:
https://winscp.net/eng/docs/ui_pref_commander
Though that affects only the few shortcuts that have different meaning in (Windows) Explorer vs. Commander (Orthodox file manager). So, not the F8 shortcut.

A big correction:
To my surprise I too still run in Commander mode, as Explorer mode doesn't support local directory. A pretty weighty feature I assume most would choose over anything else incl. myself.

I didn't say that many WinSCP users don't use WinSCP in Commander mode, I said they didn't use Commander.
And I assume they run WinSCP in Commander mode because it's default. I certainly doesn't mean they prefer, why would they?
My logic is, they don't use Commander today, and haven't done for ages, but they use Windows Explore all the time. If that's the truth, why would people not prefer GUI-behavior of Explorer vs. of a program they don't use. I've use Commander-mode myself for a long time, but it was not because I preferred it.

But of course it very nice there is a commander mode for those who like it.
But why push Commander-shortcuts into Explorer mode? [m]F8[/m] has no function in Explorer, certainly not "delete".

I was not able to find the confirm deleting of files option....but I now see it's there, thanks for the link.
Was looking through ALL the tree-notes several times because I was convinced it hat to be there. I just never looked in the root note. Probably just me, sorry.

@MrCalvin: OK, I'll consider disabling F8 in Explorer mode. Though note that 97% of WinSCP users use the Commander interface.

4: I haven't been able to enable a "Confirm delete" option. This is at least a must have if you insist on having F8 as a delete button.

Can you please elaborate on this problem?
What prevents you from enabling the Confirmations > Deleting of files option?
https://winscp.net/eng/docs/ui_pref_environment

This F8 button is crazy in so many ways:

1. Having a different delete button than the "Delete" button on your keyboard is crazy in the first place. But alright, WinSCP was built as a Commander replacement, but it's still bad.
   
   
2. Who even use Commander these days? I would claim less than 1% of WinSCP users do, perhaps even less 0,1%. This is a Windows program, neither DOS nor Linux where it might would make sense to use Commander.
   
   
3. F8 should be disabled if you setup up WinSCP in Explorer mode (which should be default, if I'm correct, that 99% of all users will prefer this choice). Please forget about this Commander legacy. Or at least make it something that people need to enable of you are one of those very few.
   
   
4. I haven't been able to enable a "Confirm delete" option. This is at least a must have if you insist on having F8 as a delete button.
   

You use F9 very often in WinSCP and it's just too easy to hit F8 by mistake and then you're fucked for good!

@Pistle: This is for local files. I believe that @ss was referring to remote files. After all, this is WinSCP forum.

How to Recover Deleted Files-
Right-click on the icon on the desktop.
Choose Open from the drop-down menu.
Check and select files to recover.
Right-click on the files you need.
Choose Restore from to recover selected files. You can also drag out the files from Recycle Bin for restoring.

Please see https://winscp.net/eng/docs/faq_undelete

I deleted a file accidentally, how to recover it? Thank you.