The Move To command is for moving remote files to another remote directory.
See https://winscp.net/eng/docs/task_move_duplicate
If you want to download remote files to local directory and remove the originals, use Download and Delete command.
I'm afraid, you have lost your files as you renamed/moved them all to the same file, overwriting one another.
The next version will warn, if you try to do that:
https://winscp.net/tracker/1282

hi, I got big problem today When I was connected to my HTC ONE by ftp(WinSCP), i marked all of my photos and clicked right mouse button and move to... I wrote C:\ . All files that i marked are changed to one file with name : 'C:' , with no hmm enlargement like jpeg, mov, or else. If i add jpeg i can see one photo. I cant find my photos on phone and on my PC. How works this option move to. ? Where they can be? Can you help me somehow ?
P.S. Sorry for all translate-mistakes, in text.