For Linux I started with Wubi to install Ubuntu 8.04 Hardy Heron. It installed Linux as a program in Windows and added some kind of hacky boot entry to boot into Ubuntu from your windows partition. Pretty cool, and I’m still pretty nostalgic for the GNOME 2 aesthetic with compiz effects from that time.
There are some browser based solutions like sharedrop.io and file.pizza. I haven’t had the latter work for me though, not sure if it’s still functional. They work through WebRTC to discover local candidates for receiving files, the same way that video calling typically finds the best connection.