Would you show us your script?
I cannot imagine how can you get your error message in a script. That's message you should get in WinSCP GUI only.
Anyway, WinSCP cannot extract the file for you. Download the file with WinSCP and then extract it.

Yes, I have a simple winscp script to download a gzipped file : csv2020.tar.gz
After the download I would like the script to unzip the gz and tar file. How can this be done?

I have tried to run the gunzip commands, but no luck.. I get the error code 2.

What "task"? Do you have some script? What kind of script?

Hello,
I have tried many commands to gunzip or untar a small file called csv2020.tar.gz.

Using latest WinSCP, I automatically have a task to download the .tar.gz file from SFTP site to a local computer and then I would like to automatically unzip it but I am unable to find the proper commands. I keep getting error:

Cannot execute 'gunzip'.
System Error. Code: 2.
The system cannot find the file specified

Is this possible to unzip this file using winscp commands on local pc?

Thanks!