I looked again at the instructions you provided.  I see they are from the README.txt file included with Nicehash's Cgminer binary.  I did not catch this the first time, step 5 of the instructions mentions two different copy methods.  The first one with "scp" is to copy from a Linux host to the miner.  The line underneath step 5 mentions WinSCP for Windows.  If you're copying a file from Windows to Linux, use WinSCP, because it is more user friendly.  If you were using Putty's version of SCP for Windows, the executable name is PSCP.exe.  Maybe the "No such file or directory" error is because you were trying "scp" on your Windows host, and scp does not exist.

Just for fun, and for future reference, I tried Putty's SCP program PSCP.exe.  The first time I tried PSCP, I got an error related to not running an SFTP Server instance.  It appears that PSCP first tries SFTP (Secure FTP), which the Antminer's are not running. 

I ran PSCP again and provided the -scp option to force the use of the SCP protocol.