HELP-how to launch winscp517setup

I get prompted with "open with" screen when trying to run this after downloading to my PC. Is there a program I need in order to run winscp setup?

If you downloaded the .exe installation file, supposedly, no.

The final answer is not in my hands, but I can least strongly recommend that you give the EXACT name of the file you downloaded, and ask, from your browser's download window (control-J, usually), from what page you got that file.

This is what I downloaded.

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I looks like the .exe extension was lost during download. Try to rename the file to winscp517setup.exe or download it again.