OpenSSH has been added to Windows as of autumn 2018, and is included in Windows 10 and Windows Server 2019.
So you can use it in command prompt or power shell like bellow.
C:\Users\Parsa>scp [email protected]:/etc/cassandra/cassandra.yaml F:\Temporary
[email protected]'s password:
cassandra.yaml 100% 66KB 71.3KB/s 00:00
C:\Users\Parsa>
(I know this question is pretty old now but this can be helpful for newcomers to this question)