automatically open file via url link

If I have my browser execute the following url:
winscp-ftp://poka@192.168.0.35/Master%20List/Trial%20Order%20Alerts/Open/TOA2021-004EPE%20Quaker%20Additive%202500%20Defoamer%20Trial.docm

Is there any way to get winscp to download the file to some default directory and open it?

WinSCP will download the file. And at the end of the download, it will allow you to open the file. It won't/cannot open it automatically. It would even be a security problem, if it would.