Cannot Create a file

I have a script that connects to the remote server and get the file, the first part of connecting to the server was successful but the second part of creating it on the host server is failing with the following error, any help please?

winscp> get -preservetime *.CSV S:\FTPShare\ftp\CARDownloads\
PartyGalleryEventCodes.cs | 0 KiB | 0.0 KiB/s | binary | 0%
Can't create file 'S:\FTPShare\ftp\CARDownloads\PartyGalleryEventCodes.csv'.
System Error. Code: 3.
The system cannot find the path specified

Thanks

Probably because the S:\FTPShare\ftp\CARDownloads\ does not exist.