You can create a shared folder to make file sharing easy between the Windows host and Ubuntu client. To do this, do the following.

Create a shared folder

Create a folder called "VMShareHost" on your Windows host machine.

Select shared folder

Add shared folder to Oracle VM VirtualBox by following the menu options "Settings->Shared Folder->Add" and select the folder then tick "auto mouth" option. After this process, start the client session.

Check client media folder

When Ubuntu client starts, there should be a folder called "sf_VMShareHost" under "media" directory.

inanzzz@inanzzz-VirtualBox:~$ ls -l /media/
total 4
drwxr-x---+ 3 root root 4096 Nov 4 11:35 inanzzz
drwxrwx--- 1 root vboxsf 0 Nov 4 11:11 sf_VMShareHost

Grant permissions

Grant accessing permissions to your user so that it can use the folder. That should be it!

inanzzz@inanzzz-VirtualBox:~$ sudo usermod -aG vboxsf $(whoami)