Download the Installation Package from the WinSCP website. (The latest version as of October, 2018 is WinSCP 5.13.4)
A Welcome screen is shown at the beginning of setup procedure. To continue click Next.
Review the License Agreement and accept the terms of this agreement. Click Next:
Review the installation settings you have selected. Click Install to start the installation.
After finished installing WinSCP, a completion screen opens. Click Finish to exit Setup.