Obviously you can copy and paste text, if you are talking source code. cat > MyFile.java is useful on the UNIX side.
If you want to transfer files, use psftp included with PuTTY. Your server will need to be running an accessible sftp server.
Connect with:
open host.name Enter you login name and password at the prompts.
Show remote directory location with pwd and local location with !pwd.
Change remote directory with cd and local with lcd.
Upload a file with:
put MyFile.java mput is also useful for transferring multiple files. Use help to get a list of commands and help command to get help on a specific command.