Hi @Janice A ,
Assuming it is a Windows VM, if your trying to transfer Zip files from your local machine to your VM you can do so easily via RDP.
Follow this guide to connect to your Windows VM via RDP. Once you have the remote connection established simply CTL+C on the zip files on your local machine, and CTL+V on the VM. RDP Connects your clipboards so this is the easiest way to transfer a few Zip files.
If your using a Linux VM or the above way doesn't work for you due to scaling considerations leave a comment below.