I always forget how to do this and end up searching for it.. only to find solutions that don't quite meet my needs.
The solution I use is to open the vSphere client, select the ESXi server you want to store your file in (shown in the left window pane).
Click on the "configuration" tab in the top-center window pane. By default the window starts on "Health Status", click on the "Storage" setting. The top-center window pane should now show your available Datastores. Select the Datastore you want to use, then right-click and choose "Browse Datastore..."
The Datastore Browser window that appears has buttons for: Making folders, uploading, downloading, and moving files.