If you are using a script file (/script= command-line switch), make sure the script file starts with UTF-8 BOM.
https://en.wikipedia.org/wiki/Byte_order_mark#UTF-8
https://winscp.net/eng/docs/scripting#using_scripting

Btw, the next version of WinSCP (5.8) will assume the script file uses UTF-8 by default, even without BOM.

On a Windows system I have PUT <filename> in a script where <filename> contains UTF8 characters. WINSCP returns an error that the file does not exist. I have tried setting the Windows console codepage to 1250 and 65001 and the console font to Lucida, but that makes no difference. How can I pass a filename with UTF8 characters to WINSCP?