Transfer a shared file from windows to mac

I need to get a file over to my MacBook that's on my Windows machine. I did it a while ago using sftp but I can't remember how I did it. The computer shows up under the Shared sidebar as family but then it asks me for a user name and password. What user name and password do they mean? I have no account passwords on the windows machine and it won't let me go in as a guest. Could anyone help me fix this.