WinSCP can be obtained from: here.
Click the link above, your web browser should ask you to save the file. Save it to the location of your choosing and then double-click it to open. If your browser displays a bunch of garbage on your screen, try clicking it again, this time while holding the SHIFT key.
When you load WinSCP, you are presented with this screen:
From here, you must enter the address of the machine you want to connect to. In this example, we'll use chase.mathstat.dal.ca. Also enter your username and password.
After filling in the address of the machine you want to connect to, as well as your username and password, you're ready to click OK to connect to the machine.
When you connect, you'll be presented with a screen similar to that of Microsoft Explorer: left and ride sides of the screen. The left side represents files on your local computer, the right side represents files on your account on the Unix system.
Now you can securely transfer files back and forth between the Unix and Windows systems.
In the above example, if I wanted to transfer the file on the left pane, "winscp_main.jpg" to the Unix system on the right pane, I would click the filename, and then go to the File menu on the top of the screen, and select "copy". The program then copies the file over to the PC. This is probably very similiar to the FTP client you are already used to. To copy from the Unix system to the PC, click on the file or directory on the Windows side, click File->Copy, and it will transfer to the Unix system.