If your devices are in the same Wi-Fi network, you can use it to send files. Glossing over the details, this could be achieved in two steps:
- Make devices discover each other in the network (they should know each other's ip addresses).
- Implement file sending over a tcp socket. The simplest approach is to split the file into chunks of some arbitrary, but small size, and send those chunks one after another.
Of course, it's a high-level description, so if you need some further help in topics mentioned above, feel free to ask.
EDIT: This url says that there's a possibility to listen to incoming network connections, because related class is available for Windows Store apps and for Windows Phone 8. You can use it as a starting point.
EDIT 1: I've quickly put up an example for you, to prove it works. Just tested it on my Lumia 920.
Windows.Networking.Sockets.StreamSocketListener listener = new Windows.Networking.Sockets.StreamSocketListener();
listener.ConnectionReceived += async (_, args) =>
{
var w = new Windows.Storage.Streams.DataWriter(args.Socket.OutputStream);
w.WriteInt32(42);
await w.StoreAsync();
};
await listener.BindEndpointAsync(new Windows.Networking.HostName("127.0.0.1"), "55555");
var clientSocket = new Windows.Networking.Sockets.StreamSocket();
await clientSocket.ConnectAsync(new Windows.Networking.HostName("127.0.0.1"), "55555");
var r = new Windows.Storage.Streams.DataReader(clientSocket.InputStream);
await r.LoadAsync(4);
var res = r.ReadInt32();
clientSocket.Dispose();
System.Windows.MessageBox.Show(res.ToString(), "The Ultimate Question of Life, the Universe, and Everything", System.Windows.MessageBoxButton.OK);