Windows VPN dual monitors

I have an HP proBook 4440s and a external HP S2031 monitor.
I can get the extended monitor feature to work outside of the VPN.
Once I go into the VPN the only thing I can do is move the entire VPN to either screen. I can't share anything within the VPN such as word, excel, or outlook.
Does anyone know how I can move items within the VPN from screen to screen?

thanks

You can't transfer files from a laptop to a monitor, a monitor can only view the whole desktop from your laptop.