Re: How do you install winscp on azure function app?
The quote is from from the article you link to.
The article you link to says:
And then you use Visual Studio to publish your Function (including the assembly) on the Azure.
The article you link to says:
just add WinSCP NuGet package to your Azure Functions project in Visual Studio
And then you use Visual Studio to publish your Function (including the assembly) on the Azure.