how to copy files from windows to virtualbox linux

You should never need to use the Thunar root file manager to copy files from Windows. You can be a guest on the Linux OS as long as your Samba login is as the Windows administrator to the Windows OS.

The Linux user privilege doesn't matter at all. Windows is layered with privileges, and it is possible that you will have have to open every file with an x from a password prompt. Also with your Samba the system you are copying from is requiring administrative privileges, thus the x. If you can't view them you will need plugins for VLC. Try opening the files with VLC directly from the file manager before copying. If you are copying graphics from Windows to Linux this is often the case even within the Windows 10 bash shell. If you do not the file icons may be there but you will not be able to copy them, only the file icons will be copied expressing a necessary network connection for viewing.

Some kinds of graphics files have to be opened first in the copying OS in order to copy them, i/e you must have a video viewer capable of viewing them, (not Firefox).

How to copy files from windows to virtualbox linux