So, I set up a SSH server (freeSSH, win7) and can connect to it just fine with PuTTY.
I then tried to use pscp to transfer a file (foobar.txt, from client to server).
I cd-ed to the dir pscp.exe was in, then did
pscp.exe foobar.txt user@IP:C:\Users... and got the response
At this I promptly typed in the password, to be met with
pscp: unable to open C:\Users...: permission denied.
The error for getting the password wrong is different, more specifically;
(IP is the remote IP, and C:\Users... is the remote filepath)