As you know, year WinSCP is an open source SFTP client and FTP client for Windows.
After you connect to Linux server (windows server I have not tried), press key combination:
At the bottom of the window will show an edit box WinSCP program as shown below:
I used to exemplify the ls command.
In the picture below you can see the result of this command.
Although it seems simple, there are many users who install additional software (see software putty) to execute commands on the server.