Add-Type -Path " WinSCPnet.dll"

$sessionOptions = New-Object WinSCP.SessionOptions -Property @{
    Protocol = [WinSCP.Protocol]::Sftp
    HostName = "example.test.com"
    UserName = "username"
    Password = "password"
    SshHostKeyFingerprint = "ssh-rsa 1234 xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx"
}

$sessionOptions.AddRawSettings("ProxyMethod", "0")
$sessionOptions.AddRawSettings("ProxyHost", "123.45.67.8")
$sessionOptions.AddRawSettings("ProxyPort", "8080")

$session = New-Object WinSCP.Session

try
{
    $session.Open($sessionOptions)

    # Remove files
    $session.RemoveFiles("/test/my_file/*").Check()
}
finally
{
    $session.Dispose()
}

$session.RemoveFiles("/test/my_file/*<5D").Check()