At times I have a locked down workstation (where installing software is not allowed). And at times, I need to transfer files to a VM which is not available through the network. The solution is to create an ISO and connect it to your VM's CDROM drive.

I guess there are a lot of tools to allow you to create ISOs, but this tool doesn't need installing: InfraRecorderPortable. Grab it from here. It's free!

Compile a new data CD, then click 'Actions, Burn Compilation, to a Disk Image...' and a few seconds later you have your brand new ISO which you can upload to your datastore or connect using the client device.