It's easy you say, just share your drives when you connect through rdp --> http://technet2.microsoft.com/windowsserver/en/library/f47ce263-f72e-469d-bf14-6605b7f4cce51033.mspx?mfr=true. Ok, let's talk about worse case scenario, you can't share drives and you can even share a drive from your remote server.
So you can use a very usefull tool named WordPad --> http://en.wikipedia.org/wiki/WordPad. Surprised ?
It's even easier than sharing you drives, watch it :
- Zip all your files into a single file;
- Open a wordpad in your local machine;
- Copy zip file into wordpad (WordPad would serialize your file);
- Copy object that appears inside Wordpad;
- Open wordpad in your remote machine and paste your object into it;
- Finally copy your recent pasted object into remote server.