Windows and command line

i have to do scheduled task - every day connect to unix server via sftp and dowload file in one directory.
I know how to write script ( but i cannot login without typing password - big issue ) but i don't know how to start it.
Can you give me step by step unstructions ?
I would be very greatful

Check out the documentation on scripting and public key authentication.

Also FAQ on scheduling may help you.