What is it?
WinSCP is an SCP client for Windows. SCP, or “Secure Copy” is, as the name suggests, a method of transferring files from one computer to another securely. Unlike FTP, the whole connection is encrypted, meaning that when you authenticate with the server, your password is not being sent in the clear and the file itself is encrypted. The result is that no-one will be able to intercept the connection and discover your password or the contents of the file(s) sent without knowing the encryption.
WinSCP is available from http://winscp.net/eng/download.php. Choose the “Installation Package” link from the most recent non-beta version. Once the file has downloaded, run it to install WinSCP.
Connecting to a server
Once you have installed WinSCP, double-click its icon and enter the hostname, username and password. Click “Login” and, assuming you have these details right, you will be connected to the server. You will start in your home directory.
The WinSCP window behaves like Windows Explorer. You simply drag and drop files to move them from one place to another.