At the moment, transferring a folder or dragging a folder is not supported.
You can drag and drop multiple files: select multiple files on the server, drag them out of the client’s window then release the mouse button. They’ll be saved on the desktop. It works the other way as well.
Alternatively, you can use the ‘connect a disk’ feature. By connecting a remote disk/drive within the session, its contents will show up in your local desktop’s file manager. This also works both ways, so when connecting a local disk with the session running, its content will show up on your remote desktop’s file manager.
More info here: https://www.nomachine.com/accessing-files-on-local-or-remote-disk-drives