Windows has freeSSHd installed. Logging in with ssh from Ubuntu 14.04 LTS via SSH using Windows Login credentials works fine. Logging in with SFTP also works fine.
This test is being run from a virtual machine in VirtualBox to the host running Windows 7 Professional.
Trying various combinations of (port is 2222):
scp -v -P 2222 email@example.com:at.exe .
Next authentication method: password firstname.lastname@example.org's password: debug1: Authentication succeeded (password). Authenticated to 172.26.170.180 ([172.26.170.180]:2222). debug1: channel 0: new [client-session] debug1: Entering interactive session. debug1: Sending environment. debug1: Sending env LANG = en_US.UTF-8 debug1: Sending command: scp -v -f at.exe exec request failed on channel 0