Re: Is WinSCP.exe always required even when we refer the DLL?
Yes, see:
https://winscp.net/eng/docs/library
https://winscp.net/eng/docs/library_install
I do not know what you mean by "PE".
https://winscp.net/eng/docs/library
https://winscp.net/eng/docs/library_install
I do not know what you mean by "PE".