I'm not an expert in this, but I believe that GSSAPI/SSPI authentication that WinSCP supports for SSH may help.
See https://winscp.net/eng/docs/ui_login_authentication
Also see this (just replace PuTTY with WinSCP and Kerberos with GSSAPI):
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Sadly, standard security policy dictates that windows shouldn't store passwords using reversible encryption.

I guess it is rather a question whether protocol(s) used by WinSCP support transferring token with credentials. I doubt it is the case.

I do not know Active Directory well, but I would not expect that one can extract a password automatically.

In case SFTP server accepts Active Directory credentials, is it possible somehow to make WinSCP to take those credentials from logged on user without having to enter them manually? This would be very useful for scripting purposes, e.g. for scheduled tasks without having a need of external file with credentials.