How to copy data from virtual machine to local machine

There's more than one virtual machine that you may be using. They all behave a bit differently. What virtual machine are you using?

Some allow drag and drop between the VM and the host, others must be linked by a virtual network.

I use VMware Workstation and it's a simple drag and drop from one machine to the other.
 
Hi. Create a folder on your hard drive. Go into your virtual machines settings and select share folders. Browse to the folder you made on your hard drive and select it to share. Restart your virtual machine and the folder will appear appear on the virtual hard disk.Anything that is in that folder can be accessed by both the virtual machine and your main OS so you can copy,paste ect form either.