Download the WinSCP installer here, answer 'run' or 'save' to your browser as preferred (run will save it to a system temp dir, save will let you choose where to save it).

Upon launch, the installer asks for a language. Accept the default (English).

-> Next past the greeting

Check acceptance of license agreement. -> Next

Choose Custom -> Next

Accept the default path -> Next

Accept the default components -> Next

Uncheck all the additional tasks -> Next

Accept the default commander-style UI -> Next

Uncheck 'include Google chrome' (bundleware) -> Next

Done.