I’ve been caught out a couple of times when running Microsoft File Transfer Manager within a Terminal Services session by automatic timeouts. This is frustrating in that it is not immediately obvious where to go to restart the suspended transfer.
The File Transfer Manager executable (TransferMgr.exe) is located in the following folder: %SystemRoot%\Downloaded Program Files. The folder has a special format and it is unlikely you will see the file via Windows Explorer unless you change the view. To work around this, go to the folder from a command (CMD) window and launch the file from there.
Once launched, you can go to the Options window and select the option to create a desktop shortcut.
I know there are a number of commercial and free download managers available, but Microsoft’s does a good job. I just don’t understand why they don’t make it more visible!