Yes I checked, and it is under settings -> bidirectional.
Sorry for misremembering, it was a long while ago I set it up. But I
am sad to say copying files across does not work for me. Maybe
because I am still running an older version (3.2.4), or maybe I just
have something messed up on my install. A quick Google search shows
there are a lot of people having issues with the shared clipboard. So
maybe I am one of those. I just always assumed it was the default
behavior.