How to copy files from linux to windows using winscp from a folder which contains millions of files

I need to copy files from a linux machine to a windows machine where the only ports which can be open are for SSH (22). I can connect to the linux machine using WinSCP but the problem is once I try to navigate to the desired folder WinSCP gets stuck since the folder contains millions of records. Basically I don't really care which files I copy and I would be glad to find a solution which enables me to just copy the latest 200 files. Any ideas? I've tried using ls -f | less but that did not do the trick.