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Corrected answer

I wrote cd followed by two single quotes and it shows cd followed by only one single quote.
What is advised and is safe is that the complete MVS dataset name is between single quotes.

Re: Trying to File transfer to Mainframe

May I suggest the following to access z/OS files with SCP FTP:
Assuming that your TSO userid on z/OS is NEWBIE and your home directory
($HOME) as declared in the OMVS segment is /u/newbie :
1) To access z/OS Unix, you may first issue the WinSCP line command:
cd /u/newbie

2) a) To access z/OS MVS, you may first issue the WinSCP line command:
cd 'NEWBIE.'

Please, do not forget the single quotes and the dot after the TSO userid.
b) Then, to access any MVS file, surround its complete name by single quotes:

If you execute the TSO command:
Command ==> tso profile
(which is for information only) and you see:
then with

MVS will try to access the file with completed name
If the command
Command ==> tso profile
you are accessing ABC.DEF.GHI.
The recommended safe way is to always use with FTP single quotes around
the complete MVS dataset name
as in

to avoid a possible MVS dataset name completion.
I personally write
cd ''

then I backspace one character and I paste the complete MVS dataset name.

I believe you want to cd up before your put command. Some mainframe systems put you in a "directory," for lack of a better term, that is your user id upon login.
So try cd .. before put. You may also need to cd XXXXX and then cd YYYYY. In that case, you would be putting file ZZZZ.DG191004

Trying to File transfer to Mainframe

Hi Team,
I am trying to do file transfer to mainframe using .The following commands are used
Winscp>open <mainframe_server_address:990>

Winscp> Userid: Usr-id given
Winscp>Password:  password given
connecting to <mainfame_server_address:990>....
TLS Connection Established and waiting for messagge
Starting session..
Session Stared
Active Session..
winscp>put c:\temp\test.txt   XXXXX.YYYYY.ZZZZ.DG191004

file got transferred to successfully but the dataset on mainframe created with prefix of user-id
But I wanted to send the file as .XXXXX.YYYYY.ZZZZ.DG191004 to mainframe.
Could you please help asap?