If you can connect to each other over your VPN, you need to setup a shared folder on each mac that you want to pull data from, or send data too.
Once that is setup, and you are connected via VPN, you should see the shared folders / computer in Finder on the left pane.
Select the computer, make sure you can connect (you may need to setup an account for each other on opposite computers, or you can set the shared folder permissions in System Preferences / Sharing to allow everyone to add / edit files and folders), then you can navigate through the folders, and pull files / folders back and forth.