If you don't want to install anything on Steam Deck there's an easy way to transfer files between Windows and Steam Deck using SCP protocol.
I'd recommend this guide for people who are already familiar with the Linux environment, as usual I don't take any responsibility for any problem that should occur on your Deck, you're doing this at your own risk.
Unless you have a keyboard connected you will have to use the Steam Deck on-screen keyboard to run some of these commands, you can enable it by pressing Steam + X.
On Steam Deck switch to Desktop mode and open a command line (Konsole).
If you haven't done it already, setup a password for the Linux account running the following command.
passwd
Run the following command, this starts the SSH daemon which is required in order to connect using SCP.
sudo systemctl start sshd
Run the following command, this enables the SSH daemon to run automatically whenever you turn on your Steam Deck.
sudo systemctl enable sshd
That's it!
Now on Windows download
WinSCP, I recommend the portable version, launch WinSCP and connect to your Steam Deck using SCP protocol, the IP address (you can find this in the Steam Deck settings), the username (in my case it's
deck) and the password you previously set. The first time WinSCP will ask if you want to trust the fingerprint, click Yes and you're good to go.
Many folders/files on Steam Deck (including the ones you're probably interested in) are hidden by default. To view these folders/files go to WinSCP Options, Preferences, Panels and check "Show hidden files".