Download pscp.exe
Open cmd and go to directory where pscp.exe is downloaded.
run the command:
pscp.exe root@servername:/pathTo/YourFile/ F:\location\of\your\file
for uploading file from Windows to Linux, reverse the order:
pscp.exe F:\location\of\your\file root@servername:/pathTo/YourFile/
C:\Windows\System32>C:\apps\pscp.exe -P portNumber C:\Users\shop\Desktop\filename.zip user@website.com:/tmp
Thanks to:
http://www.it.cornell.edu/services/managed_servers/howto/file_transfer/fileputty.cfm