Here I am showing how you simply share files and folders between Remote desktop to your local system using Windows 10. Follow below steps and your local folder get shared to your remote desktop. Using that folder/drive you just copy all your files and folder between Remote and local systems very easily.
1) Click on start and type "remote Desktop Connection" and it will open connection window.
2) Enter the IP address/computer name in "Computer" box.
3) click on "Show options" on left bottom on popup window and then click "Local Resources" Tab.
4) Look for section with "Local devices and resources" and click on "More" button.
5) It will open a window with your local drivers. Check the local drive you want to share to remote server and click "OK" button.
6) Click on "Connect", it will connect to remote system.
7) Now try to open explorer and you can see your local drive is listed like below.
8) Now whatever you have in that folder can be copied to remote server and vice versa easily.