Cygwin has all of the Linux goodies, making Windows a tolerable development platform. It provides the standard OpenSSH packages.
- Install Cygwin.
- Install openssh clients and servers package.
- Run ssh-host-config.
Skip the install as a service thing, instead just enter:
in the shell, it will run in the background.
Now you can do cool things, like SSH into your Windows computer or using SCP to copy files to/from it.
For more info see Installing Cygwin and Starting the SSH Daemon. It does a nice job covering all the details, including dealing with Enterprise environments (i.e. Work/IT issues).