Based on your request and your test, let me point what is not written properly:
Remove all contents from local folder
rm /home/user/Documents/Exercise/
Error says rm: cannot remove /home/user/Documents/Exercise/': Is a directory
You should
rm /home/user/Documents/Exercise/*
which will delete everything inside the directory, but not the directory.
Copy files from a shared windows network drive
cp smb://server/arc/Exercise%20Files/Word/ /home/user/Documents/Exercise/
Error says cp: cannot stat smb://server/arc/Exercise%20Files/Word/': No such file or directory
You should check if route smb://server/arc/Exercise%20Files/Word/
is correct. Then, use the following:
cp smb://server/arc/Exercise%20Files/Word/* /home/user/Documents/Exercise/