Best way to transfer files from Windows to Windows via Internet

Since version 1803, Windows 10 has OpenSSH for Windows built-in.

For older versions of Windows, you can install OpenSSH manually.

I have prepared a guide for setting up SSH/SFTP server on Windows using this Microsoft build of OpenSSH.

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For FTP, you ca use the FTP server built into the IIS (web server). It's not running by default. Note that you can use the IIS to setup an FTP server even without setting up a website.

When setting up the FTP server in the IIS, make sure you force TLS/SSL encryption (FTPS) and disallow anonymous authentication, for security.

See (my) guide on Installing Secure FTP Server on Windows using IIS.

Once you have the FTP(S) server set up, you can use any FTP client. Windows Explorer itself does support FTP(S). Though note that the Windows built-in command-line ftp.exe client is useless as it does not support the TLS/SSL or a passive mode (so it can hardly connect though firewalls and NATs).