No pscp does not transfer the files via a temporary file.
You would have to use another SFTP client – If you use pscp as SFTP client. The pscp defaults to SFTP, but it falls back to SCP, if SFTP is not available. If you need to use SCP (what is rare), you cannot do this, as SCP protocol does not support file rename.
Either an SFTP client that at least supports file rename – Upload explicitly to a temporary file name and rename afterwards. For that you can use psftp from PuTTY package, with its put and mv commands:
open user@hostname
put C:\source\path\file.zip /destination/path/file.tmp
mv /destination/path/file.tmp /destination/path/file.zip
exit
Or use an SFTP client that can upload a files via a temporary file automatically. For example WinSCP can do that. By default it does for files over 100 KB only. If your files are smaller, you can configure it to do it for all files using the -resumesupport switch.
An example batch file that forces an upload of a file via a temporary file:
"C:\Program Files (x86)\WinSCP\WinSCP.com" ^
/log="C:\writable\path\to\log\WinSCP.log" /ini=nul ^
/command ^
"open sftp://username:password@example.com/ -hostkey=""ssh-ed25519 255 ...=""" ^
"put -resumesupport=on C:\source\path\file.zip /destination/path/" ^
"exit"
The code was generated by WinSCP GUI with the "Transfer to temporary filename" options set to "All files".
See also WinSCP article Locking files while uploading / Upload to temporary file name.
(I'm the author of WinSCP)
Related question: SFTP file lock mechanism.