Otherwise, a wired network + SMB/Samba is a fine solution too, though much slower.
Even if they just suggest using an external SSD I'd be relatively happy. More than anything, this kind of question is to see what happens when a junior's asked to do something they haven't done before. Any answer but "I don't know" is a good start.
This hasn't been true for decades now, thankfully! Read-only NTFS support has been built into the kernel for a quarter century already (1997, 2.1.74, and a better one in 2002, 2.5.11) - and full read-write support for 4 years now (2021, 5.15).
Robocopy with the MT flag speeds things up if it's lots of files.
IIRC last I tried direct Ethernet connecting between a Mac and a Windows pc the other computer appeared as a shared drive and I could simply copy files from it (I probably enabled some sharing option but it was easy to do either way).