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For example, if your package name is com.example.android, you need to create the directory Android/obb/com.example.android/ on the shared storage space. (Plug in your test device to your computer to mount the shared storage and manually create this directory.)
I found out(by Environment.getExternalStorageDirectory()) that external storage is mounted as /mnt/sdcard in my device. So.. How can I access this storage via Windows to copy about 200Mb files?
BTW the device does not have a micro-SD plugged in.
You can use adb push to push files to your device. More documentation here: http://developer.android.com/tools/help/adb.html