Use a cloud storage service
As you are remotely connecting to a Mac server, you will not be able to drag and drop files from your computer onto the Mac server. Files must be sent to or from the Mac server via other routes such as cloud storage or email attachments.
We highly recommend using a cloud storage service such as Google Backup and Sync or DropBox (Both of which are pre-installed on our Managed and Pay-As-You-Go servers) to transfer files to and from your server. You can find both of these applications on your server by opening "Finder" and clicking on the "Applications" tab.