Selenium is just a browser automation tool. It is developed on top of JavaScript. So, anything that can not be controlled using JavaScript, Selenium will not be able to handle it.
So, windows popups like File save dialog, print dialog, windows credentials dialog cannot be controlled using Selenium.
In this case, you should use third-party tools like Sikuli or AutoIT to handle such popup.
But, using third-party tools will not let you do remote executions.