How can I import/load a .dll file to use in a PowerShell script without getting "TypeNotFound" error?

tl;dr:

• The problem stems from trying to reference the just-loaded WinSCP types in a class definition, via type literals, such as [WinSCP.Protocol], as explained below.

• The problem can be bypassed by not using classes at all, and using functions instead.

I am looking for a real example for how to load a DLL file into a script.

Add-Type -Path / -LiteralPath, as shown in your code does just that:

It loads the specified .NET assembly and makes its public types available in the calling session, just like the similar using assembly statement.

However, since you're using a class definition attempting to reference a type from an assembly you are loading from the same script file via a type literal (e.g, [WinSCP.Protocol]), the class definition fails:

At script-file parse time, all types being referenced by a class definition as type literals (e.g. [WinSCP.Protocol]) - whether as property types, in the body of methods, or as a base class / interface to implement (though in the latter case the type literal has no [...] enclosure; e.g. class Foo : WinSCP.Protocol { ... }) - must already have been loaded into the session, as of PowerShell 7.3.6.^[1]

• Removing this counterintuitive requirement for the using assembly statement was green-lit in 2017, but hasn't been implemented as of this writing: see GitHub issue #3641.

Workarounds:

• This answer offers two solutions:

  • A (multi-file) module-based solution.
  • A (suboptimal) Invoke-Expression-based solution.

• This answer offers a simple two-script solution:

  • One script that loads the dependent assembly first, and then dot-sources another that contains the class definition based on the dependent assembly's types. 

A workaround isn't always needed, namely if you avoid use of type literals, such as [WinSCP.Protocol]

• With respect to [WinSCP.SessionOptions], you're already doing that by using New-Object WinSCP.SessionOptions instead of the more modern (PSv5+) [WinSCP.SessionOptions]::new()

• You can also avoid it for the [WinSCP.Protocol]::Sftp enumeration value by simply using a string - 'Sftp' instead - at least for the code snippet shown this would solve your problem; here's a simplified example:

class Foo {
  # Note: Do NOT use [WinSCP.SessionOptions] here.
  [object] $sessionOptions 
  [void] CreateSession() {
      # Load WinSCP .NET assembly
      Add-Type -LiteralPath (Join-Path $PSScriptRoot "\winscp\WinSCPnet.dll")
      # Set up session options
      # Note the use of *string* 'Sftp' in lieu of [WinSCP.Protocol]::Sftp
      $this.sessionOptions = New-Object WinSCP.SessionOptions -Property @{
        Protocol = 'Sftp'  
      }
  }
}

Now you can instantiate [Foo] as you normally would - either with New-Object Foo or, preferable with [Foo]::new() (once [Foo] itself is successfully defined, it's fine to refer to it by a type literal, outside class definitions).

^{[1] Classes were a relatively late addition to the PowerShell language, and, unfortunately, there are still many problems to be worked out - see the list of pending issues in GitHub issue #6652. Note, however, that feature parity with, say, C# classes was never the aim.}