Well, I think that's because it's not supposed to work clloader (Arduino sketch wrapper on Galileo) indeed has some zmodem functionality as far as I recall from looking at the sources, but I'm not sure you can use it as a general-purpose file transfer utility.
You need to have corresponding zmodem counterpart running on Galileo, right? Are you running something custom there, or you're just trying?
Generally speaking, you'd be better off copying the file through SSH (scp). Alternatively, there's a thread where folks are trying file transfers using g_mass_storage driver, which is not zmodem and has problems for files over 600MB, but may be useful to you.
I see. Well, ssh (or ftp or other IP-based protocols) is easier to setup than z-modem with Galileo Yes, Arduino IDE uses z-modem handler in clloader daemon to upload sketches, but I think it's quite limited and won't suit your needs for generic data transfer. You can either check out the clloader sources to see what commands and specific protocols it uses and try to use that, or setup some z-modem handler on the Galileo side by compiling it from sources.
You can use PPP over the serial link and then start telnetd and ftpd (or ssh if you are using SD/USB). Then you can browse files on Galileo over the serial link with Windows Explorer.
telnetd -l /bin/sh
ftp ftpd -w &
; exec pppd crtscts nodetach debug /dev/ttyS0 local
'chat -v -f /etc/ppp/win.chat'
Some more info: