WinSCP

WinSCP is an open source free SFTP client and FTP client for Windows. Legacy SCP protocol is also supported. Its main function is safe copying of files between a local and a remote computer.

I find this incredibly useful for copying across files from my VMWare machines to my base OS whilst on engagements.

Installation:

Just double-click on the .exe

I would select the Norton Commander type layout

It is available from here.

Execution:

Complete you login credentials or the location of your Private key File, select the protocol required and click login!

After you connect to the remote host, you can start dragging and dropping files in the comfort of a secure SSH connection