Set Mac to use Wifi for Internet, Ethernet for local file transfer
There are tools like Marco Polo that can change such settings based on location, but you will need to actually change your location, or have some other automated way to trigger this change. While there are some sophisticated servers and network hardware that can access multiple TCP/IP connections, and route different classes of network traffic to different ports, your Mac isn't one of them. So, I really don't think there is anything in the software you can configure to have your Mac send some traffic over Ethernet and others over Wifi: its all or nothing.

I too prefer to use Ethernet for file transfers, whereas Wifi is fine for nearly all other uses. The easiest way to achieve what you want is to simply plug in the Ethernet cable when you want Ethernet, unplug when you do not.

For this to work properly, you simply need to inform your Mac to prefer Ethernet over Wifi. You do this by System Preferences> Network. Click the 'gear' icon at the bottom of the Network list, then choose "Set Service Order". You want to drag the Ethernet service to the TOP of the list, with Wifi below it. This way, the Mac will connect to Ethernet when it is available, even over an active Wifi connection.