From what I understand, with TOS 1.04 you should be able to copy files from Windows onto a DOS formatted disk, then take that disk to the ST to run there. The TOS version matters when wanting proper DOS-compatible disk formatting, so check with TOS version you have.
By the way... I am still fixing up my 1040 ST, currently waiting on video cable and new TOS ROMs so can't verify this first hand. I am sure others here could confirm or provide additional instructions.