Get the sftp binary from here
Connect Kindle in USB mode and copy this file to any dir.
Start Putty and ssh to [email protected] Password is mario
Now, manually copy that file from /mnt/us/location_where_copied to /usr/libexec/
Now try sftp to [email protected] with port 22 and password mario
You can now copy files to and fro..
If you prefer a File manager interface for copying files though, use WinSCP