There's no API in any common file transfer protocol to notify a client about new file on the server.

All that can be done is to periodically check the server. You can easily write a script for that with use of WinSCP .NET assembly.
https://winscp.net/eng/docs/library_powershell

Is it possible to provide an instant notification or pop up option in the client interface to understand when someone sends a file to the server?
For reference an image has been attached.

I'm sorry, but this is unclear. What "notification"?

There is no notification show in the interface when file transfer. Please fix the issue if possible.