The Windows APIs present a means for the windows on your desktop to send messages to each other.
The window you drag the files from sends a message to the window you drop the files into, telling it what you did and what the files were. Then the receiving window does the dirty work. And it might send a message back to the sending window telling it what it did.
Windows Explorer (the GUI) mediates this and makes it look pretty with icons and stuff.
That’s it.
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