$RemovalFile = $FileInfo.FullName

$RemovalFile = [WinSCP.RemotePath]::EscapeFileMask($FileInfo.FullName)

Add-Type -Path "C:\Program Files (x86)\WinSCP\WinSCPnet.dll"
$sessionOptions = New-Object WinSCP.SessionOptions -Property @{
    Protocol = [WinSCP.Protocol]::ftp
    HostName = "xxxxx"
    UserName = "xxxxx"
    password = "xxxxx"
    }
$session = New-Object WinSCP.Session
$session.ExecutablePath = "C:\Program Files (x86)\WinSCP\winscp.exe"
try
{
    # Connect
    $session.Open($sessionOptions)
    $transferOptions = New-Object WinSCP.TransferOptions
    $transferOptions.TransferMode = [WinSCP.TransferMode]::Binary
    #Listing remote directory to avoid the problem of how the file is named.
    # NOT all remote files should be deleted, in real life I would like to loop through a list
    # local filenames that should be deleted on the remote location
    $Directory = $session.ListDirectory("/")
    foreach ($FileInfo in $Directory.Files)
    {
     $RemovalFile = ($FileInfo.Name)
     $session.RemoveFiles($RemovalFile)
     }
}
finally
{
    $session.Dispose()
}