Sometimes when your in Kali you want a quick and easy way to share files. One of the ways I do this is by using Apache.
First move or copy the files to /var/www/html:
root@linux:~/Downloads# mv {filename}.tar /var/www/html/
Start Apache:
root@linux:~/Downloads# service apache2 start
On Windows, go to the Kali box via URL:
http://{IPAddress}/{filename}.tar