The terminal window of WinSCP is functionally equivalent to the call command.
So again, you cannot execute shell scripts with FTP protocol.

Btw, it's not WinSCP that converts the commands to upper case. It's your FTP server. But that's irrelevant to the actual problem.

Thanks.

But how about the second part of my question?

Then, I try the terminal feature in WinSCP GUI.
I enter command df and it returns:
500 'DF': command not understood.

It seems that winscp change everything after "call" to capital letters.

I tried "df" or "ls" but the console changes the commands to capital letters and said "command not understood"?

You cannot use the call command to execute shell scripts with FTP protocol. Except, if the FTP server supports SITE EXEC command or similar.

See
https://winscp.net/eng/docs/scriptcommand_call
https://winscp.net/eng/docs/remote_command

I am new to write winscp script. I want to execute a sh script in my winscp script like:

...
cd /folder
call ./batch.ksh parm
...

but it returns "500 "./BATCH.KSH PARM "

Then, I try the terminal feature in WinSCP GUI.
I enter command df and it returns:
500 'DF': command not understood.

It seems that winscp change everything after "call" to capital letters.