Many times it is necessary to transfer files between Raspberry Pi and Windows Desktop. I use my desktop to write code for Pi because of the availability of editors which I am familiar with; also I am running Pi in headless mode(ie. without monitor). So it is necessary to pull files from Pi for editing and later push it back to Pi.
This possible by using either ftp, sftp or scp. This tool(WinSCP) is one of the easiest method which I found available to transfer files between Windows and Raspberry Pi. It also has options to sync files between both sides while we are busy coding and debugging using various editors on both sides.

Follow these steps

1. Download and install the WinSCP software from download page. You may either use the windows installer or the portable version. I prefers portable versions. So if you downloaded the portable version, extract it to a folder.
2. When it is opened, enter the details
1. File protocol: Most cases the sftp or scp or both will work. If not try ftp. If none are working, it is easy to install sshd(command: sudo apt-get install sshd) and use sftp. If you are able to connect using putty, then sshd is already installed and sftp option should work.
2. Host name: You must be knowing this already if you connect using putty/ssh. But if you do not know, please search in google for articles on same.
3. Enter username and password of pi login.
4. Save, if necessary to connect later.
3. Done! now the explorer window should be available. Explore the options. My favorite is Commands->Keep Remote Directory up to Date.