Up until now, one of the things missing from the Windows Phone OS was a file manager.  The first release really clamped down on security by not allowing direct access to the file system.  Even developers were extremely limited in some case.

Well, it's changed for the Windows Phone 8.1 release.  While it's not included in the operation system itself, you can download the new Microsoft File Manager from the phone store.  You can't even see it in the store unless you are on 8.1

But install it and you can do most of the basic, necessary functions you would expect from a file manager.