C:\Program Files (x86)\WinSCP\WinSCP.exe
and under command options I set to
savedsessionname option confirm off /command "get /files/*.* c:\*.*"
The scheduled job I created in SQL Agent works fine if I keep winscp running in the background. But if winscp is not running, it returns error code "1" instead of 0 and terminates. What am I doing wrong here?