There is an application which allows you to mount folders on Windows inside Bluestacks. As you will see in the image below, you will have to use BS Tweaker. It's an application that modifies various parameters of Bluestacks. You can download it through the XDA Forums where the developer hosted it.
On your Bluestacks installation, install a file manager then use the built-in functions to copy the files in a folder inside /SDcard/Windows. Once you do that, the file will appear in the actual folder on your Windows computer. Check the image below for instructions.
The file manager used is ES File Explorer(free).
If the image is too small, click the following link: http://i.imgur.com/zAcjStT.png