Hey,
You did a great job so far!
You can use scp
scp -r /path/to/foo user@your.server.example.com:/home/ubuntu/data/
where
-r Recursively copy entire directories
If you use a private key for connection you may want to add this option too
-i ~/.ssh/private_key_file
Here is how to split your data in test train valid Wiki: Lesson 1
And yes, you need to make the folders yourself, and then you specify in jupyter notebook the PATH to them.
You should have a structure like this, where PATH = '/home/ubuntu/data/folder/'
