In order to use the cluster for your analysis, you need to be able to transfer data back and forth to from your own computer using SCP/SFTP. There are many software options for doing this on Windows. One good one is WinSCP.
One advantage of WinSCP is that it allows you to synchronize a folder between the server and your local computer. This is useful if you want to keep all of your data, code, and results on your laptop but want to run some analysis on the server.
It is probably easiest to get started using Explorer Mode. You will have a choice when you first run the program, but you can always change settings in the WinSCP Login screen by clicking on Preferences on the left hand side:
When you set up WinSCP, you can have it remember your password to the cluster. This is not secure, since 1) your password is stored on your hard drive where someone could get to it and 2) every time you log in, it sends the password over the Internet unencrypted. It is more secure to use public key authentication. To set this up in WinSCP, go here.
Using “Explorer Mode”, the interface for WinSCP is quite straightforward. After you connect to the server, you will see your files on the server. Though WinSCP doesn't look exactly like your Windows Explorer window, it is similar, and it behaves as you would expect. You can copy files to the server by dragging and dropping.
There is no WinSCP for Mac but there are plenty of alternatives. A good choice is cyberduck, as it is a neat framework with a built-in option for accessing other popular clouds, such as Amazon and Google Docs.
Remember that if you are off campus, it can take a long time to transfer larger files.