Well, you can get a putty suite program pscp to do scp, and mobaxterm has scp (technically sftp) built into it that even opens in the left column of a terminal session so you can transfer files via GUI clicks.
Zmodem dates back to the era of dial in modems, and the terminal program was expected to recognize the starting sequence and launch the reception side of the transfer. That's not built into putty or mobaxterm.
There are ssh clients that do support zmodem. Wikipedia lists AbsoluteTelnet, SecureCRT, Tera Term and ZOC (I have never used any of these myself)
If you really were stuck behind something that blocks scp, and wanted to transfer short files, you could use uuencode or base64 (or even xxd) to change a binary file into a printable ASCII block, and capture that in your terminal's scroll back buffer. You'd have to have to find a windows utility to convert back.
lrzsz uses the xmodem/ymodem/zmodem protocol. If you use putty anyway, why don't use
pscp
(the putty scp implementation)? – dirkt – 2019-10-30T14:01:29.703