Do you have the latest version of NoMachine installed on both your computers? You say you have Windows; is that the OS you are connecting from or to? What is the other OS of the other computer? This information will help us to understand your set-up is and also to check there is no bug that we are unaware of.
Once you’ve started a NoMachine connection there are two ways to send files to and from. One is drag and drop which works both ways, the other is using the Monitor (!M icon in the system tray). This also works both ways. See here for more details: https://www.nomachine.com/sharing-files-between-computers.