You can connect your PC to SHIELD over your local network. Check out this article for more information on accessing folders on SHIELD over local network.
On SHIELD Pro, you can enable the USB port furthest from the HDMI port to connect to a PC using a USB type-A to USB Type-A cable. Enable this feature in Settings > Device Preferences > Storage. Select "Using USB" under "SHIELD Storage access". Note that when this feature is enabled, you can no longer use the port for other needs.