Can I connect to my Windows 7 (newly installed) using WinSCP? And if "Yes" - what I need to do to connect?
On my Windows 7 I have username and password.
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You cannot use SSH on Windows out of the box. Windows doesn't have SSH server installed.
freeSSHd, suggested by another answer, has not been updated for years. I would not recommend you to use it.
There are lot of other alternatives. Just search for "free ssh server for windows".
Microsoft recently released Windows build of OpenSSH server.
See my guide to installing SFTP/SSH Server on Windows using OpenSSH.
Another example is Bitvise SSH Server, which free for personal use.
No, not out of the box- Windows doesn't have SSH server installed.
You can install one of the SSH servers which will provide SCP for you.
Here are some instructions as to how to do this: http://www.techrepublic.com/blog/tr-dojo/set-up-a-free-ssh-server-on-windows-7-with-freesshd/