Cannot locate COM executable

I downloaded WinSCP – the paid version. I cannot seem to locate the .com executable and cannot run from the command line. I am looking to automate folder creation on a local machine and push to a Synology NAS.

By the "paid version", do you mean the Microsoft Store version?
While the Store versions comes with winscp.com, it is not easily available due to limitations of the platform: UWP console app with no icon, just execution alias.

You can use an absolute path, but it changes with every update:
You better download the portable package and use that.