SCP is secure copy, which is a file transfer protocol. Putty is a collection of tools including an SCP client, but the it's the putty ssh client that one would use to log into the shell remotely to execute commands such as compiling, etc. You need to use an ssh client to do this.
Yes, but the WinSCP terminal doesn't allow arguments to commands. If you have PuTTY installed, you can open it from WinSCP. I find this handier than choosing a host in PuTTY. (BTW, if you set the associations properly in WinSCP, you can open remote files in your Windows programs by double clicking on them.)