To exchange files with WinSCP you need a server to store the files to.

You may already have a suitable server if you have a webhosting. With it you have two options. You can publish the files on Internet (letting others only to download the files) or use the webserver as remote file system (allowing others to upload/manage files as well).

If you do not have a webhosting, you need to arrange your own file server for the file exchange.

You can setup a dedicated server for the purpose. This task is out of scope of this topic, however note that all Unix/Linux operating systems include an SSH/SFTP server already (usually OpenSSH).

You may also turn your Windows workstation into a file server. If you want to exchange files securely, setup a SSH/SFTP server. You may try copSSH (open source, based on OpenSSH) or freeSSHd (freeware).