What are you using on the AIX server as in ftpd, ssh, etc?
I didn't exactly understand "I was able do the same with WinSCP but not able to do with any command". You have it working with WinSCP?
Windows does not have scp unless you download and install the utility from a third party. WinSCP is one such utlity. Windows does have an ftp client, but you need to be running the ftp daemon on the AIX server in order to connect.
The easiest way I have found for me download the putty version of scp called pscp. Just google search for putty and you'll find it. It works just like scp, I guess it is scp but called pscp. Run the command from the windows machine and if that doesn't work then vbe's suggestion about the firewall or services may be an issue.
If you initiate the copy from your UNIX server and want to use SCP or FTP you might need to run an SSH or FTP server on your windows. Search the web for free SSH server for windows (there are several around).
I got tired of opening up various programs to copy files to and from my AIX boxes. I finally installed Samba and shared out the home directories for each user. I mapped it to my "N" drive ("N"IM) on my Windows box. Now I just drag and drop files to/from there. It is soooooo nice.
"win_domain" is your windows domain if you use one
"win_userid" is the Windows user ID that has write access to the share
"share_name" has to be the name of the share.
"remote_path" would be subdirectories in the share if you had any.
To not get prompted for a password, save the password to a file like "/home/user/.smb.passwd" and then export the environment variable "export PASSWD_FILE=/home/user/.smb.passwd" before you run the commands above or save inside a script along with the commands.