SFTP allows you to securely transfer files from one computer to another.
For SFTP connectivity, WinSCP is freely available for download from http://winscp.sourceforge.net.
How to use SSH and SFTP on Windows from UIC's ACCC: https://answers.uillinois.edu/75038
SFTP connections can be made with Fugu, which has been released by the University of Michigan's Research Systems Unix Group.
Overview of SFTP for macOS/OSX from UIC's ACCC: https://answers.uillinois.edu/75037
The OpenSSH packages for various flavors of Unix are available from the OpenSSH project Web site: http://www.openssh.org/portable.html. Each platform-specific package includes both SSH and SFTP.
How to connect to Unix/Linux safely: https://answers.uillinois.edu/94523