webClient.DownloadFile() will allow direct download from source to destination, but this is not the case with UploadFile() method.
There should exist some reciever page to get the file and that page will then POST your file to destnation.
As prerak quoted Create
upload.aspx
page at server put following code in it and call it from your client to upload file
foreach(string f in Request.Files.AllKeys) {
HttpPostedFile file = Request.Files[f];
file.SaveAs("Path to save file\\" + file.FileName);