When you have files on a windows system and you want to transfer it to another linux host. We may use PSCP which is a freeware SCP (Secure CoPy) program for the Windows command line processor. You can use this program instead of FTP for copying files to or from the Unix servers at the NBER offices. FTP is not allowed from clients outside nber.org to servers inside the firewall because FTP leaves passwords in plain-text and vulnerable to eavesdropping. PSCP should work with any host supporting SSH, not just at NBER.
Download PSCP from PSCP
Go the directory in which pscp.exe is downloaded and the syntax of the command is :
D:\>pscp <windows directory path>\<filename> <username>@<hostname>:<target directory>
after this you will be asked for password, enter the password and you file transfer will be started.
D:\>pscp d:\samplenew.flv email@example.com:/home/john firstname.lastname@example.org's password: <enter password> samplenew.flv | 122541 kB | 6449.5 kB/s | ETA: 00:00:00 | 100%