1) Download SSH client programs
Here, I'm using Putty as the client of Windows side. Download All binary is recommended. We will use PSCP to transfer file.
2) Extract all putty binary to somewhere. Add "C:/Path/To/All/Putty/Binary" to My Computer/Environment variable/Path . So that we can use the command line to upload file.
3) Install ssh by typing:
sudo apt-get install ssh
4) Open cmd of the Windows, use following command to transfer file to Ubuntu computer
pscp [-r] <source file path> <name>@<IP><destination path from ~ >