Ah, I see... it's actually trying to run a server process that's written in Java. One of the rules here says you need to get it approved by me if you're going to leave a process running after you logout, and a paintchat server would pretty much run full time. It is looking for the full JRE (java runtime environment) to be installed on the server as well, which it currently isn't. Not that I can't install it, but I'd like to know a little bit more first. You said you're just guessing your way through it, which kinda worries me from a security standpoint. If you run a server like that, it's going to stay running full time, with an open port to the internet. That means that if there's any sort of exploit or bug in that software at all, someone might be able to gain full access to your account. I guess the real question is, how well do you know/trust this software? You have a name or site for the actual software so maybe I can take a look, see if it's had security issues in the past and such? I think some users have used something similar in the past, but I don't recall any details about it.
As a side note, the part telling you to run a command... that's gonna need you to be logged into an SSH command line, not WinSCP (which is for file transfers.)