Support for Windows XP is restored (for now):
Issue 2268 – Cannot start on Windows XP

The last installer version for Windows XP is WinSCP 5.15.9, for Windows Vista it's WinSCP 5.17.5. So you have to use the portable version (as @martin said) – the last working version is WinSCP 6.1.2 (6.3 and 6.3.1 don't work!).

greetings
soggi

Contrary to WinSCP itself, the WinSCP installer is not compatible with Windows XP anymore.
You have to use WinSCP portable package.
https://winscp.net/eng/downloads.php#stable_portablezip
https://winscp.net/eng/docs/requirements#client

I am working my way through Georgia Weidman's Penetration Testing: A Hands-On Introduction to Hacking, and on page 46 it says to install the latest version of WinSCP on a virtual machine running Windows XP SP3.

I've tried these versions: 6.1.2 | 6.1.1 | 6.1 | 5.21.8 | 5.21.7 | 5.21.6 | 5.21.5 | 5.21.3 | 5.21.2 | 5.21.1 | 5.21

all from: https://sourceforge.net/projects/winscp/files/WinSCP/

all of which got me the same error:

C:File_location\WinSCP-Version Setup.exe is not a valid Win32 application.

Was compatibility dropped at a certain version?
Which versions were available and well supported in 2013~2014?
^ the book was published in 2014