Gunzip local file after download

Hello,
I have tried many commands to gunzip or untar a small file called csv2020.tar.gz.

Using latest WinSCP, I automatically have a task to download the .tar.gz file from SFTP site to a local computer and then I would like to automatically unzip it but I am unable to find the proper commands. I keep getting error:

Cannot execute 'gunzip'.
System Error. Code: 2.
The system cannot find the file specified

Is this possible to unzip this file using winscp commands on local pc?

Thanks!

What "task"? Do you have some script? What kind of script?

Yes, I have a simple winscp script to download a gzipped file : csv2020.tar.gz
After the download I would like the script to unzip the gz and tar file. How can this be done?

I have tried to run the gunzip commands, but no luck.. I get the error code 2.

Would you show us your script?
I cannot imagine how can you get your error message in a script. That's message you should get in WinSCP GUI only.
Anyway, WinSCP cannot extract the file for you. Download the file with WinSCP and then extract it.