Are both locations on the same computer, or on the local network? Generally
it is easiest if you use a storage medium formatted to FAT32 as it is fully
supported by both Linux and Windows. You can't install Linux on FAT32 of
course, but can copy back and forth easily.

On a network file transfers are easy using Samba to emulate Windows file
sharing. It's a bit tricky to set up as it has far more flexibiity than
Windows and therefore a lot more options. Gadmin-samba is the GUI to control
samba. You can emulate a Windows Domain or active directory but simple peer
sharing is enough for most of us.