Client copies of MC can only use the files for operations like Send To > External and Drag-and-Drop to Explorer when the source path is available in the same location on the client as it is on the server.
So, in other words, if the Server has imported the file as:
M:\Audio\Music\ABBA\etc\etc\song.mp3
Then the CLIENT has to have the same file in the same spot. This means, generally, you need to mount a network drive on the client, or import all of your files on the SERVER using UNC-style paths, instead of pointing directly at drive letters. And, if you're using the client copy of MC from "outside your LAN" you'll probably need a VPN.
Rename, Move, and Copy doesn't work from Client copies of MC at all. It would be nice if this was tweaked to allow only the Copy operations, and I've asked for as much in the past, but it does not work currently.