Thanks Amber, appreciate the prompt answer.

So, If I understand correctly, a simplistic explanation would be that the files are uploaded to the router from one device and the router downloads the files to the other device, never actually sending the files outside the local network, that is never sending the files into the WWW where anyone else could view them. In principle would be the same as using a transfer cable, but in this scenario, the router is the cable?....

R u saying that the router receives the files from one device and sends them back to the second device without the data entering the WWW? It would be the same safety level as a transfer cable if you were on a home network which is secured?