I'm sure all of these suggestions work great. Personally I use ES FIle explorer.
You just click "remote manager" under the "network" tab in the sidebar menu thingy. Click "turn on" I believe it is. Then I always go into the settings of that page and unclick the option to disconnect once the screen goes off. That part is up to you but if there are a lot of files you coud lose a lot of time over that. Once turned on it will give you the isp address and should be on port 3721.
Then take your second device, same ES File app. Go under network again. Cick FTP. You can search for the server phone you have set up but for some reason mine can never find it so I do it manually. Enter the address on the other device "I.E. 192.168.0.**" and port "probablt 3721. Then depending if you want it secure, I personallt don't think anything I transfer is very important so I leave the username and password on the remote device blank. Then on the device you are now setting up, if you go my route, leave username and password blank but be sure to cick the "anonymous" button.
There you go. This method has never failed me. I have played with my rooted phones so much that I have literally lost complete access to my SD card and still this app has never failed me. Pretty quick too, usually transfers at about 6-9 MBps.
Sorry if you didn't need the step by step but just in case you or anyone reading this qould use one. When I started working on my phones and transfer protocols I didn't have a clue where to start.