It has been stated that the sendto any folder option is not available. Well, that's not exactly true.
1. It's availible if you right click on the windows explorer tool bar.
2. Choose customize. There you can add or remove buttons from the tool bar.
3. Choose to add "move to" or "copy to". The buttons are then added to the tool bar.
When you click thoses buttons then a browser window opens, choose the folder you want and voila!! It copies or moves the file.