PSCP is a command line application. This means that you cannot just double-click on its icon to run it and instead you have to bring up a console window. With Windows 95, 98, and ME, this is called an ‘MS-DOS Prompt’ and with Windows NT, 2000, and XP, it is called a ‘Command Prompt’. It should be available from the Programs section of your Start Menu.
To start PSCP it will need either to be on your PATH or in your current directory. To add the directory containing PSCP to your PATH environment variable, type into the console window: 
set PATH=C:\path\to\putty\directory;%PATH%
This will only work for the lifetime of that particular console window. To set your PATH more permanently on Windows NT, 2000, and XP, use the Environment tab of the System Control Panel. On Windows 95, 98, and ME, you will need to edit your AUTOEXEC.BAT to include a set command like the one above. 


Release 0.59
Usage: pscp [options] [user@]host:source target
       pscp [options] source [source...] [user@]host:target
       pscp [options] -ls [user@]host:filespec
Example:pscp -r root@192.168.33.13:/var/lib/cacti/xml c:\Document and setting\Administrator\桌面
        pscp root@192.168.33.13:/var/lib/cacti/xml/cacti.txt c:\Document and setting\Administrator\桌面
Options:
  -V        print version information and exit
  -pgpfp    print PGP key fingerprints and exit
  -p        preserve file attributes
  -q        quiet, don't show statistics
  -r        copy directories recursively
  -v        show verbose messages
  -load sessname  Load settings from saved session
  -P port   connect to specified port
  -l user   connect with specified username
  -pw passw login with specified password
  -1 -2     force use of particular SSH protocol version
  -4 -6     force use of IPv4 or IPv6
  -C        enable compression
  -i key    private key file for authentication
  -noagent  disable use of Pageant
  -agent    enable use of Pageant
  -batch    disable all interactive prompts
  -unsafe   allow server-side wildcards (DANGEROUS)
  -sftp     force use of SFTP protocol
  -scp      force use of SCP protocol