Answer by Mike Mazur for Best way to mount a Linux filesystem on Windows over the Internet?

It looks like there is a package that supports sshfs on Windows, it's called Dokan:

http://dokan-dev.net/en/

EDIT: in light of your recent edit you may find PSCP sufficient. PSCP is a command-line scp program from PuTTY: http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html

You could dump all files to be backed up to a certain directory on your Windows machine, then have a script scp those files to your VPS.