I want to send a folder from my Windows to a Linux virtual machine, using PSCP. I mention again that I want to transfer a folder which contains nearly 200 files in it.
pscp on Windows much like scp on Linux has an option '-r' to copy entire directories recursively.
From the manual
If you're on a system that doesn't support the -r option (certain compiles of Busybox for instance), the common way would be to create a tarball or zip file of the folder in question.