the screenshot is a sample file and we are downloading thousands of files all are in ANSI but we need to retain those as UTF-8 format and send to another server(that server supports only UTF-8).
What does it mean "retain those as UTF-8 format"
? Do you claim that the files are in UTF-8 on the source server? And that they are somehow converted to the ANSI while downloaded? Again, WinSCP does not convert the files. Unless the source SFTP server does convert them on download (what is unlikely), they are downloaded without any change. If they are UTF-8 on the source machine, then they are most likely UTF-8 after the download too. Or do I misunderstand your question?