No .dll file

So I am working on scripting with WinSCP and it says you use this line to start
but there is no .dll file within the WinSCP folder, I thought this would be included in the download?

The WinSCP scripting uses no dll.
https://winscp.net/eng/docs/guide_automation

Your code is not for scripting, but for WinSCP .NET assembly. Though even the assembly is included in the installation. At least in recent versions of WinSCP. Maybe you have an old version.
Anyway, if you want to use WinSCP .NET assembly, you should download it separately.
https://winscp.net/eng/docs/library_install

I was getting a similar error. These resources helped. Thanks!