You are getting a password prompt. That means that scp is installed locally and the Linux system is responding.

The error here is that your Windows system says that the file you're trying to copy is not found.

It could also be a permissions issue. Check that the user you're using scp with can actually open the document.

Observe:

steve@maezi ~/scratch/scp_test >ll
total 0
drwxr-xr-x   2 steve  staff   64 11 Jan 15:20 .
drwxr-xr-x  14 steve  staff  448 11 Jan 15:20 ..

steve@maezi ~/scratch/scp_test >scp blah.txt cesium:/home/steve
blah.txt: No such file or directory

steve@maezi ~/scratch/scp_test >touch blah.txt
steve@maezi ~/scratch/scp_test >ll
total 0
drwxr-xr-x   3 steve  staff   96 11 Jan 15:22 .
drwxr-xr-x  14 steve  staff  448 11 Jan 15:20 ..
-rw-r--r--   1 steve  staff    0 11 Jan 15:22 blah.txt

steve@maezi ~/scratch/scp_test >scp blah.txt cesium:/home/steve

blah.txt                                              100%    0     0.
+0KB/s   00:00
[download]