Enable write permissions for the user logging in thru WinSCP.
There are two ways to do this.
The first way is to change the permissions on the folder to allow anyone to write to it. This isn't the best security.
chmod 777 /var/www
The second way is to add your user to the group owning the directory, and then setting permissions for the group to write to the directory.
Find out who owns the directory:
ls -l /var | grep www
You'll see something like: drwxr-x--- 9 www-data www-data 4096 Jul 14 2009 www
The important thing to note are the two names root and root. In this case, the owner of the directory is www-data, and the group of the directory is www-data. So now you'll add your user to group www-data.
usermod -G www-data user
Now just add the write permission to the group.
chmod 770 /var/www
Now
ls -l /var | grep www
should return: drwxrwx--- 9 www-data www-data 4096 Jul 14 2009 www
With this you'll be able to write to the directory, while not opening up write privileges to everyone.