Hello TristonAnderson,
On the Desktop, click the expandable icon list in the notification area. In the default configuration, this will be on the right side of your task bar. You should find a little symbol shaped like the letter B, this is the standard symbol for Bluetooth technology. Right-click/long-press on this icon. When the context-menu appears, select "Receive a file." The Bluetooth window should pop up.
Now, share the file on your phone with the Surface, and the download should begin. After the download completes, you should have the chance to choose where you want the file saved in a browse menu