I believe that WinSCP installer does not need administrator priviledges. Of course you need to install the program to a directory, where you have write permissions. Please correct me, if I'm not right.
Anyway, there is standalone executable available on download page. You do not need more. The installer includes also key-authentication tools (puttygen and pageant). If you need them, the link to download them is also available on download page. _________________ Martin Prikryl