How to copy files with window remote desktop?
Absolutely! What I do is enable Local Drive Access then use robocopysource\\tsclient\shared_folder. You can also use a different UNC path if it's on the same network as the system you are connecting to.
To view the shared folders you can access on the client computer (the one running the Remote Desktop Client), you can type NET VIEW \\TSCLIENT at the command prompt
You can setup your RDP Client to automatically map local drives which will have your local drives show up in the remote session.