Firstly, go onto the WinSCP website by clicking the image below and download WinSCP by selecting "Installation Package" as highlighted below. It will take a couple of seconds for the download to start so be patient. After it has finished downloading, run the downloaded program.
So after it has downloaded and you have ran the WinSCP program you will have to go through the installation process which I have shown steps to below.
Most pages will just have a "next" button so press "next" whenever prompted.
Choose "Typical Installation" as it has the defaults which is gauranteed to work.
Choose "Commander" as it has the best GUI and allows for easy file transfers and just an overall user friendly GUI.
Finally you will come to this page where you just press "Install" and everything should be installed correctly.
Lastly is the setup process which is very simple. First of all you will need your machine information, which includes the public IP address, username and password of the machine you want to connect to. Depending on the way you setup your machine either using a web host or creating one at home. Depending on which situation you are in you will have to obtain these details differently.
If you are running your own machine at home you should have all the details as you setup the machine and set the credentials.
If you are using a host you will need to ask them for the details as each host has different ways of providing this information.
Once you have these details just enter the information where I have highlighted below and press "Login". Also depending on how you want to connect to your machine you can select a different port number, but by default it is port 22 which is SCTP.