The installer creates a shortcut to the official OpenSSH documentation. I'd recommend labeling that link differently, or instead linking to a documentation page on your site, which in turn could have a link to the official OpenSSH documentation.
The problem I faced was that immediately after installation I wanted to find documentation that told me specifically about copSSH and how it was different from the normal OpenSSH distribution. (The README wasn't detailed enough.)
Speaking of the README, I'd recommend adding at least a few paragraphs describing the pseudo-chroot environment, why it is set up that way, and perhaps explaining what the purpose of each of the directories are, for those who aren't familiar with the UNIX conventions. It'd be good to mention any other Windows specific stuff as well.
In the usage section I'd also cover how you restrict access to the file system, as well as how you let users "break out" of the pseudo-chroot environment.
Thanks for your suggestions. They will be addressed with the next release.