How do I copy files to/from my VM?

Use scp.

scp file.txt my-vm.exe.xyz:~/
scp my-vm.exe.xyz:~/file.txt .
scp -r dir my-vm.exe.xyz:~/

Piping through SSH

If scp isn't available, pipe through a plain SSH connection:

cat local-file | ssh my-vm.exe.xyz 'cat > ~/remote-file'
ssh my-vm.exe.xyz 'cat ~/remote-file' > local-file
tar cf - file dir | ssh my-vm.exe.xyz 'tar xf - -C ~/'