It depends of your OCI network configuration.
If your OCI compute VM is in a public subnet and you have an internet gateway, then you can use ssh to connect to it (using putty for instance). That means you can also use scp which lets move copy files over ssh. As you mentioned, WinSCP let's you connect to your OCI compute VM by using ssh and scp or sFTP. After installing it you can create a new connection using the public ip of your OCI compute VM and the private key.
My personal preference is to use MobaXterm to connect to ssh to
my OCI compute VMs. Once connected to a remote host using ssh, the
left pane directly displays a file browser for the remote host.
Drag-and-dropping a file there would initiate an sFTP transfer
automatically.
Please also note that scp is obsolete since 2019. SFTP or rsync could be used instead. Using MobaXterm, it can be done by opening a new terminal tab (which is local to your Windows machine) and type the rsync command you wish for instance rsync -v -P -e 'ssh -i "D:/my_folder/oci_api_key.pem"' /cygdrive/d/my_folder/*.tf opc@<oci_vm_ip>:/home/opc/my_folder
-v is increasing verbosity, to display more information. -P displays partial progress for each file transferred. -e lets you specify which command to use to run rsync. in this case I use ssh and pass the private key. More option are available and you can check them by typing man rsync.
If your OCI compute VM is in a private subnet, you would need to set up a bastion VM in a public subnet to first access the bastion and then the VM. Here is a blog post about how to achieve that using putty and WinSCP : https://www.ateam-oracle.com/ssh-tunnel-to-a-private-vm-using-a-bastion-host-in-oci
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