Re: any way to automatically upload via sftp any file of x extension and then delete it locally
If I understand you correctly, you just need a script that does:
https://winscp.net/eng/docs/scriptcommand_put#delete
https://winscp.net/eng/docs/guide_automation
https://winscp.net/eng/docs/guide_schedule
put -delete "C:\local\path\*.exe" "/remote/path/"
https://winscp.net/eng/docs/scriptcommand_put#delete
https://winscp.net/eng/docs/guide_automation
https://winscp.net/eng/docs/guide_schedule