Check here, for more details : https://www.c-sharpcorner.com/article/how-to-share-files-between-ubuntu-and-windows-10/

On Ubuntu Machine install openssh-server

sudo apt-get install openssh-server
after installing go to windows machine & download / install FileZilla & open it.

Host = Ubuntu Machine Ip address
Username = Your Ubuntu Machine Username
Password = You Username Password
Port = 22

You can easily transfer files from Windows to Ubuntu OR Ubuntu to windows.