Unsolved: In Azure, copying files between VMs doesn’t work.

I couldn’t figure out how to copy a file between two Azure VMs in the same Vnet using Copy-Item in PowerShell. I wanted to copy a file from a Windows Server VM (with open RDP) to a SQL Server VM (no RDP). This gives an error:

Copy-Item -Path "C:\Users\...\Documents\sampledatabase.bk" -Destination "\\IP-Number\C$\Program Files\Microsoft SQL Server\MSSQL16.MSSQLSERVER\MSSQL\Backup"

Error:

Copy-Item: The network path was not found
CategoryInfo: NotSpecified: Copy-Item, IOException
FullyQualifiedErrorId: System.IO.Exception

I think the error has to do with setting up the firewall on the SQL Server VM. There was a solution that recommended disabling the firewalls but I wasn’t comfortable doing that.

Any ideas?