Using WinSCP with Windows SSH server based on OpenSSH (such as copSSH or obsolete OpenSSH for Windows), the best is to use SFTP protocol to connect to the server.

If you want to use SCP, set these options on SCP/Shell tab of Login dialog:

• Shell: /bin/sh
• Lookup user groups: off

You should also set Windows EOL (end-of-line) sequence on Environment tab.