There are 3 ways to do it. 1. Encrypt the data and transfer it to a web site or email account, which you access from inside the Whonix Workstation and download into it. 2. Install the VirtualBox Guest Additions and create a shared folder between the host OS and the Whonix Workstation. 3. Setup SSH forwarding between the host OS and the Gateway, then ssh from the Gateway to the Workstation. On a Linux host OS, you can use scp to transfer the files. On a Windows host OS, you can use the WinSCP application. Probably option 2 is the easiest, but you should disable the shared folder after you are done transferring the files, because it's a security risk. That is how malware can escape the VM.