When UTF-8 files are transferred from a Linux/UNIX system to a Windows system using either WinSCP or ftp the Windows copy of the file also has a UTF-8 encoding. No BOM exists in the Windows copy.
To properly open UTF-8 files with no BOM on Windows XP requires an application that can either automatically determine the file's encoding via an algorithm, e.g. Notepad, or has a facility for users to manually specify the file's encoding when it is opened, e.g. Excel 2007. See Uniocode and Notepad (Windows) and Unicode and Excel 2007 (Windows) for more details.