SHH is the best way to transfer files to your Deck and is usefull to executes commands.
Switch to Desktop (Steam-Button -> Power -> Switch to Desktop)
Open up a Terminal Bottom-Left Button -> System -> Konsole
Set password for default user deck
passwd
Enable SSH
sudo systemctl enable sshd --now
Connect to it from a different machine.
This can be any Machine with a SSH Client.
ssh deck@steamdeck
or
ssh deck@<ip-address-of-steam-deck>
For easy file transfer from a Windows PC i recommend WinSCP https://winscp.net/eng/download.php