You could use Windows Explorer to copy directories.
If you prefer command line, then xcopy
should work:
xcopy \\MyServer\Some\Longwinded\Path\TheDataIWantToCopy D: /S
I am Linux guy myself and prefer Linux tools like rsync
, and there is rsync UI compiled for Windows called grsync
which may work even better because it is restartable (it would not copy files that already have been copied).