The mechanics WHS provides to download files are not identical to normal file sharing.
So the method to accomplish would be to save the file locally first and then copy it back to the shared folder via Web Interface.
You could also try the Add-In
Webfolders 4 WHS.
Some people also use SharePoint Services on WHS (which is unsupported), which hosts documents in a way that they can be accessed remotely.
Best greetings from Germany
Olaf