Found the Secret
There is an article about downloading via Ethernet on the Knowledge Base.
The part I needed with my Win10 Pro machine is set the IPv4 protocol in Control Panel.
"Download PDF" link gave error 404, so I made my own PDF. Attached.
Important part from Weintek's Support/Knowledge page:
"Step 1. Click the Start button and then click [Control Panel].
Under [Network and Sharing Center] click [View network status and tasks].
Click [Local Area Connection] » [Properties], and then double click [Internet Protocol Version 4 (TCP/IPv4)] to open the settings page.
Step 2. Set the network on PC to the same settings as HMI.
For example, as shown in the preceding figure, the HMI IP is 192.168.1.100, so the IP of the PC should be 192.168.1.xxx, where x stands for any number."
Did it with a crossover cable. Not sure if that matters or not.