At remote Desktop (Ubuntu for instance), type command:
sftp pi@192.168.1.71
Note: address 192.168.1.71 is Raspberry IP address
Next is typing password "raspberry"
Here it goes! Type "ls" command to see list of file

In order to copy file from Raspberry to Ubuntu, using:
get [Raspberry_file] [Ubuntu_destination]

To copy file from Ubuntu to Raspberry, using:
put [Ubuntu_file] [Raspberry_destination]