Click Start -> All/Programs -> Accessories -> Remote Desktop Connection.  You should have a similar screen as below

Click the Option button to expand Remote Desktop Connection dialog box for more surprises! For example, click the Local Resources tab to specify how you would like to share the system resource over the established RDP session. In here, you can define how the remote computer should play the sound, how the ALT-TAB works in Remote Desktop, how to print and copy text over RDP session, how to use a smart card reader or copy files over a Remote Desktop connection, etc?

Then hit OK , now you can connect and access your files through RDP

As shown here, one of the local disk partition appears as a mapped network drive in Windows Explorer at remote PC, with a comment that said “Disk from Remote Desktop Connection”.

So, that’s all about how to copy files between remote computer and Local PC over an established Remote Desktop connection – specify the disk partition to share as network drive in remote PC!