An example if I were to use the zip command. You said execute zip once the download finishes right? So would it be something like this?
    @echo off
 
"C:\Program Files (x86)\WinSCP\WinSCP.com" ^
  /log="C:\WinSCP.log" /ini=nul ^
  /command ^
    "open sftp://stuff@stuff/ -hostkey="""" -rawsettings FSProtocol=2 ProxyPort=0" ^
    "cd /17539" ^
    "lcd C:\Backups" ^
    "get folder" ^
    "get folder" ^
    "zip -r "backup-`date +%Y%m%d%H%M`.zip" "backup/"" ^
    "exit"
 
set WINSCP_RESULT=%ERRORLEVEL%
if %WINSCP_RESULT% equ 0 (
  echo Success
) else (
  echo Error
)
 
exit /b %WINSCP_RESULT%
 
I saw the command in another thread, but I'm not sure if it's the exact one I need to use. Right now I just want to download two folders and zip them into the directory with a timestamp.