How do I copy files to/from my VM?

Use scp.

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

Piping through SSH

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

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