You may sometimes need to copy a file to a remote machine where the SMB (aka cifs) ports are closed, or the option to copy files through the RDP connection is disabled as well. Also, you may need to copy the file(s) as a step in an automated process.
First, create a PSSession object
$cred = Get-Credential
$sess = New-PSSession -ComputerName myVM.myLocation.cloudapp.azure.com -Port 5986 -Credential $cred
Then, use the Copy-Item cmdlet with the –ToSession parameter and pass the PSSession object you created in the previous step:
Copy-Item -Path C:\Temp\test.zip -Destination C:\Temp -ToSession $sess
You can use the same technique to copy files from the remote VM:
Copy-Item -FromSession $sess -Path C:\Temp\test.zip -Destination C:\Temp
Note that the ToSession and FromSession parameters are mutually exclusive parameters (are not included in the same parameter set), meaning you cannot use them to copy files directly from one session to another.