Let me be a little more clear.
I am using virtual box to run os/2. I have no easy way to pass things to OS/2. I essentially convert files and installers to .iso's which I open with the OS/2 cd drive and then copy to the virtual Hard drives.
Firstly, I would recommend trying to get the VirtualBox additions running first. This way you could have a drive letter in OS/2 that points to a directory on the host machine and copy files that way.
There's a copy of Footprint Works you can get from here
https://ecsoft2.org/footprint-works that might work if yours doesn't?
Some installers nowadays use WarpIn, even if they appear to be plain .exe files. You could install WarpIn and see if that solves the problems for other installers.
It's easy to push OS/2 into the high-effort-low-reward area.. which is fun if you like to tinker and your time has no value. Just a thought.