There are many ways you can do without connecting it to the network.
Mount the linux server disk in another server and copy the file. (You can add this server mdk to another and copy the file)
Add aditional disk to the server, copy the file to that new partition, then mount that new vmdk into another server and copy it
Mount an iso and add files to that iso from your OS then you have it there to mount and access the file.
I'm sure there are many others, those would be the ones I would do and are quite fast to achieve.
EDIT= Also the copy/paste option using the console, check below kbs
Hope that helps
NTriple VCIX (CMA-NV-DCV) | vExpert | MCSE | CCNA