Your vault isn’t stored in Obsidian - I mean you can see it in Obsidian - but it’s just a folder on your drive somewhere. So, outside of Obsidian, you can use File Explorer (Windows) or the Finder (mac) and drag your .md file into your vault. If Obsidian is open, sync will kick in and sync the file to your remote vault.
In addition to what emaiax said, you can also drag the file into Obsidian’s Files tab and it will be added as a note like this. Dragging onto your vault name at the top will add it to the root of your vault; dragging onto a folder will add it to the folder.
