To download with Bigfix, you need to host the file on a web server. The BigFix components will not recognize an arbitrary filesystem path like “C:\myfile.txt”, you need a URL to use.
To use a Dynamic Download, you first need the size, sha1, and sha256 of the file: so when the file changes, you’d have to take a new action with the new download parameters. That is absolutely vital for security reasons.
How would you do the file copy without Bigfix? That’s how you should do it. You could use Bigfix to drive the commands to the clients, but the actual protocol should probably be whatever you’d do without Bigfix - SCP, SMB, Curl, whatever.