Winscp 5.9.0 .NET Library 
Script running under Powershell 3.0
Using Sftp
When the below code runs an error appears that it cannot delete file,  the file is not a file though.  It's an Actual directory.   
    try
{
$logpath = 'C:\logs\Incoming'
if (!(test-path $logpath))
{
    new-item $logpath -ItemType Directory
}
# Load WinSCP .NET assembly
Add-Type -Path "C:\Winscp\WinSCPnet.dll"
$VerbosePreference = 'Continue'
 
$remotePath               = '/Test/Incoming/'
$localPath                = 'C:\Test\Incoming'
$HostKey = "ssh-rsa 2048 50:e8:d0:20:ea:45:98:28:7f:4w:59:89:b9:19:49:99"
 
[int]$port = 22
    # Setup session options
    $sessionOptions = New-Object WinSCP.SessionOptions -Property @{
        Protocol = [WinSCP.Protocol]::Sftp
        HostName = "myserver"
        PortNumber = $port
        UserName = "testuser"
        Password = "Secret"
        SshHostKeyFingerprint = $HostKey     
    }
    try
    {
    $session = New-Object WinSCP.Session
    
        # Connect
        $session.Open($sessionOptions)
        # Download files
        $transferOptions = New-Object WinSCP.TransferOptions
        $transferOptions.TransferMode = [WinSCP.TransferMode]::Binary
        $transferOptions.ResumeSupport.State = [WinSCP.TransferResumeSupportState]::Off
        $transferOptions.FileMask = "*.*|.no_delete,*.tmp,*.part"
        $transferResult = $session.GetFiles($remotePath, $localPath, $True, $transferOptions)
        $transferResult.Check()
        foreach ($transfer in $transferResult.Transfers)
        {
             $Filename = $transfer.FileName
             Write-verbose ("Download of {0} succeeded" -f $transfer.FileName)
        }
        # Disconnect, clean up
        $session.Dispose()   
        Exit 0
}     
catch [exception]
{
        Write-Verbose ("Error: {0}" -f $_.Exception.Message)
        Exit 1
        }
}
catch {
   write-verbose " F A T A L  --  E R R O R"
   add-log $logpath -data $_
}
 
 
The remote side stores a hidden file on the server (Linux) called .no_delete (to protect directories from deletion) and as you can see we don't download that as it's in the exclusion FileMask option. The error that is displayed is
    [8/3/2016 2:09 PM] An Error has occurred:  :  Error deleting file '/Test/Incoming/AccessPoint'.
General failure (server should provide error description).
Error code: 4
Error message from server (en-US): Directory is not empty
Common reasons for the Error code 4 are:
- Renaming a file to a name of already existing file.
- Creating a directory that already exists.
- Moving a remote file to a different filesystem (HDD).
- Uploading a file to a full filesystem (HDD).
- Exceeding a user disk quota.
 
The file that's mentioned in the error is not a file it's an actual Directory.
Any assistance is greatly appreciated.