Installing an SFTP server on Windows using "sshd.exe install" does not work
That article is probably rather dated. Though I actually do not think that there was ever a version of Win32-OpenSSH that used that command to install. So the article is possibly even completely wrong.
Anyway, check:
- Official installation guide or
- my article on Installing OpenSSH on Windows.
Both show that the command to use is:
powershell.exe -ExecutionPolicy Bypass -File install-sshd.ps1