In the spirit of “you learn something new every day” I’ve been using Remote Desktop for years. I use it almost every day. Sometimes I’m remoted into machines that are remoted into other machines and so on (it can be very confusing). But I did not know that you can map a drive on the machine you’re remoting into back to the machine you are remoting from.
In a lot of scenarios you are remoting into machines on the same network so transferring files is not an issue. Sometimes, though, you’re remoting into a machine on the other end of the internet – it may not be running an FTP service or it may just be a pain to upload files to somewhere that this machine can download them from securely or conveniently.
If, before you establish the RDP connection, you go into options and look at the local resources tab (and depending on your version of RDP, click the “more” button) you’ll see you can check off “drives”. Once in the session, you’ll see the local drives under “My Computer”. It’s not the fastest interface, but it is pretty slick.