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