How do you use SCP to copy a deep directory?

I'm pretty sure the problem is that those are backslashes and need to be escaped properly (I don't do Windows but I'd try using 2 backslashes instead of one).

If you still can't figure out the right syntax to escape it, use WinSCP

You might also want to look into rsync which provides not only the security ssh has (by tunneling thru it) but also adds the benefit of incremental copies. You only copy what you need.

Among other features it has a very powerful inclusion/exclusion syntax as well as a really useful server mode.

On windows you can either use forward slashes instead of back slashes (scp -v -r COMPUTER1:D:/A/B COMPUTER2:D:/A/B) just like you do for file:// URLs, or quote the paths (not sure if it is single or double, and this doesn't always work).