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Drag and Drop on Linux - only on Ubuntu?

I’ve tried to do Drag and Drop on KDE/Dolphin but it seems it’s not possible, as this video shows https://www.youtube.com/watch?v=-9o8yG5wsew
I’ve seen videos where people can do it on Ubuntu. But is it only for Ubuntu?

I’ve installed Nautilus here on Debian Stretch but can’t do it either (only Nautilus installed, not the whole GNOME desktop).

Thanks