I do not have a Steam Deck but I do use Linux.
Doesn't it have a Micro SD card slot? That would probably be the least faffing way to copy files.
Aside from that it's just a Linux computer so anything you like; I'm partial to SSH (rsync) for one off or Syncthing to sync folders around. You could also use a magic-wormhole web client, a Windows shared folder (no experience connecting to SMB shares from Linux), or croc (like Magic wormhole but resumable).
Also not a user of pirated game files, but what kind of format are they? If they are EXE files then they won't work when you double click them like on Windows (at least not unless SteamOS went to the effort to configure that). You have to run them with Proton from Steam. I do not know how to do this with things outside Steam but you cauld try adding them to Steam as an external game, then the usual "select Proton" configuration might present itself.
I would support this over another pipeline. I'd rather be able to buy gas and other products made in Canada than export something to re-import the refined thing later.