Did you make sure to update the Edison to the latest Yocto image? If you haven't, then I suggest you to do it through the Flash Tool Lite. You will find it and a guide on how to use it on IoT - Intel® Edison Board Download | Intel® Developer Zone.
Once you have updated your board, then try to configure the Edison Wi-Fi settings with the command configure_edison --setup.
Make sure to set a password for your Edison, otherwise SSH won't be enabled (hence neither is WinSCP). If you still have issues after setting up a password let us know.