Should I present future research directions in a separate section while writing a scientific paper? Or to mention it in its related section?
Anything is Okay. I have seen the future directions in both ways: mostly I found it in the related section, however it is rare in a separate section. So choice is yours. But keep one thing in mind. Your future direction should not be too long unless your presenting results and discussion are enough to be accepted by the reviewers. Otherwise, reviewers of your paper may feel the future directed works are important part in your present paper and may give a comment like "why didn't you conduct same work for this paper?"
You can discuss future directions in related work if related work section comes at the end of article i-e, just before the conclusion section. If the future work discussion is long, then I recommend adding a separate section before conclusion section; otherwise, discussing it within the conclusion section will be better choice.
In most of the good papers I have read, the directions for future work are typically mentioned in the conclusion and/or a discussion section (if it exists), and sometimes partially in the related work section if relevant.
The conclusion section is quite apt for this because you can closely link it with a summary of your main proposal and/or results.