The S/W switch doesn't stand for Sport/Winter it stands for Standard/Winter.
So 99% of the time it should be in S - Standard, you use the W-Winter setting in Icey/Slippy conditons where there is a chance of wheel spin.
When in the W-Winter setting the gearbox starts of in 2nd gear rather than 1st.
If you have been using the W setting mainly, Your mpg will be lower(i think) and your car will be less responsive from standing starts - feel more sluggish that if in the S-Standard setting.
So basically if its in the S-Standard, your car starts of in 1st gear, If its in W-Winter your car starts of in 2nd gear