Not in a simple WinSCP scripting.

But you can do anything you want if you use WinSCP .NET assembly from a PowerShell script.
https://winscp.net/eng/docs/library_session_getfiles#powershell

Just implement Session.FileTransferred event and use Start-Sleep cmdlet there
https://winscp.net/eng/docs/library_session_filetransferred
https://learn.microsoft.com/en-us/powershell/module/microsoft.powershell.utility/start-sleep

We need to create a delay between file downloads
We have a batch file that only pulls "neweronly" from an SFTP server
is there a way to put a pause in between files?