Telnet is the built in windows program that allows file transfer (as well as other things ofcourse)
There are tutorials all over the web, Best to just search google for " telnet "step by step" " with quotes around the steps, or just telnet, or telnet tuts, or telnet basics, etc
Yep
It allows for a direct connection, this is the number one tool for hackers by the way
As stalker said, just google it
If google doesn't know, no one does