The clipboard is used to transfer files between the client computer and the remote server.
For this mechanism to work, you need to make the appropriate settings of the RDP client.

Run the RDP client on your computer: Start → Run → mstsc.exe → OK or Win+R

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In the window that appears, click Show Options.

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Go to the Local Resources tab, check the SwapBuffer checkbox and then click the Detail button.

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Expand the Drives list and check all the drives you want to access (you must have a USB drive connected before you can select it), then click OK.

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Press the Connect button to connect to the remote server.

To transfer, you need to copy the desired file to the buffer and paste it to the desired location on the remote server or client machine. Previously connected local drives and USB drives will be available in "My Computer" on the remote server.