The easiest way to upload data to Bluestacks is with the help of a cloud storage device. Install Google Drive or Dropbox inside Bluestacks, then do the same on your computer. Log in with the same account on PC and inside Bluestacks, then add data to a folder on PC, and it will immediately synchronize.
However, there is another way with the shared folder, but this feature works when it wants, because Bluestacks doesn't see the files when you add them.