SCP/SFTP or copying locally to an instance using session manager is not currently available and is possibly coming in Q2 of 2019.
In the meantime copying would have to involve work arounds such as copying locally to S3 and then using aws cli to copy from S3 down to the instance.
AWS session manager, force requirement of SSH keyAccepted Answer
Bastion Hosts and Transit Gateway in Multi-VPC environmentAccepted Answerasked 3 years ago
security group for session managerasked 9 months ago
Bastion host service from AWS that supports multi cloud environments.Accepted Answerasked 3 years ago
SSH key managment for many usersAccepted Answer
Can you use session manager to send a single command and return the output?asked 2 years ago
Session Manager SCPasked 4 years ago
What is the difference between EC2 Instance Connect and Session Manager SSH connections?Accepted Answerasked 3 years ago
Key-Pair to Bastion EC2 instanceasked a month ago
Bastion Host vs Session Manager vs AWS AppStreamAccepted Answerasked 3 years ago