There’s a few ways, depending on the system OS. Older versions of windows may have TFTP installed. You may be ale to use Powershell on newer Windows boxes. There’s also normal FTP, etc.
This blog post details a few: Transferring Files from Linux to Windows (post-exploitation) - ropnop blog
You can also transfer files using netcat, and there’s another way using debug.
https://nakkaya.com/2009/04/15/using-netcat-for-file-transfers/