BlueStacks recommends ES File Explorer in order to transfer files to bstSharedFolder. This is the folder that actually access (C:) > ProgramData > BlueStacks > UserData > ShareFfolder directory on your computer. Once you install the utility, launch it and open the MNT folder. After that, select the files you want to transfer, click the More menu, and press Copy to:
Select Windows and then bstSharedFolder. Next, all you need to do is to press OK.