Drag and drop between Solution Explorer and Windows Explorer
Should be able to copy (or even move, if necessary) a file from Solution Explorer to Windows Explorer via drag-and-drop. (Surprisingly, the reverse direction is already implemented!)
The Solution Explorer is similar enough to Explorer that it is somewhat surprising that this well-established convention is not supported bidirectionally.
(Similarly, D&D between two instances of Visual Studio ought to work too.)
When you say that "reverse direction is implemented" - this is not copy or move of a file, this is adding reference of the file into a project/solution. "Open containing folder in explorer" would be easy to implement.