For example, did the Spanish government ever ship a group of Peruvian natives across the sea to built infrastructure in the Philippines?
Indian slave women were brought back to Europe and used as prostitutes.
"The use to which the conquistadores put the Indian women is beyond doubt. From the moment their discoveries began, the Spaniards proved to be greedy for more than just gold, taking women by force and carrying others off as slaves. Columbus himself encouraged the capture of Indians with their wives, writing in his diary that the males will withstand captivity in Spain better if they have wives from their own country with them' (though this did not prevent two hundred of them dying of cold in the second convoy led by Antonio de Torres).
"It is therefore quite possible that several of these Indian slave women had ended up as prostitutes in Naples by the time that Charles VIII entered the city. Certain authors record, this, albeit somewhat after the event: 'At the which (the siege of Naples) there were a large number of Indian women who had been brought there from the Indies by Spanish soldiers . . . and this was the reason why the soldiers (of whom there were as many French, German and Spanish ones wandering around as Italians) who mixed with these shameless and unchaste Indian women and behaved lewdly with them were struck down with this deplorable sickness.'"
From Claude Quetel, History of Syphilis, trans. Judith Baddock and Brian Pike (Baltimore: Johns Hopkins University Press, 1990), 44
Are you talking about American Indians from North America being transported to the Caribbean and situations like that? This occurred quite a bit in the English colonies. It played a major influence on the conflicts in the southern colonies on the east of North America in the early eighteenth century. Turing the 1711-1715 Tuscarora conflict in North Carolina, 400 some people captured at the Tuscaroran-built fort at the village of Neoheroka in 1713 became enslaved and taken to Charleston, South Carolina to be sold. One eventually ended up all the way up in Boston, his sale ad published in that city's newspaper, The Boston Newsletter. Transportation of these American Indians helped with controlling the labor force, since enslaving them near where they were enslaved may result in them trying to run away. Eventually, the trade declines - for one American Indians were much better trade partners and war allies than slaves, as the colonists found out from experience. Since neither indentured servitude nor this American Indian labor force satisfied the labor demands of the colonies, investment and use of African slaves went into full gear.
This topic could be expanded on for some length. There are entire books on the subject. I would recommend obtaining the book The Indian Slave Trade: The Rise of the English Empire in the American South, 1670-1717 by Alan Gallay for a general survey of this trade in the late seventeenth and early eighteenth century (when this trade was at its peak).
Some indigenous peoples were brought back by Spanish and Portuguese explorers, but not in large numbers. For the most part, indigenous peoples were novelties in the first few years of contact.
After the initial contact period, however, it would have been counterproductive to bring indigenous peoples as laborers in Europe or elsewhere. Labor was necessary in the Americas and there were rarely periods when enough was obtained. African slaves were a different matter, but it would have been ridiculous to take a Nahua or Quechua person out of the area where their work would have helped European settlers. This is not to say that it never happened, but from what I have seen in the early colonial period, there is no significant evidence of this. The only time that Europeans regularly took indigenous peoples to Europe for long periods were children or the young relatives of important indigenous leaders who would be trained in translating Spanish into a native tongue and instructed in the Catholic faith.
When indigenous persons were moved, the Europeans took them to different parts in the Americas, not Europe or Asia. For example, after the population of some of the Caribbean islands like Cuba, Hispaniola and Puerto Rico were essentially wiped out, the Europeans moved in indigenous groups from Colombia, Venezuela, Florida, and Mexico to repopulate them and continue the labor systems that existed on those islands. It did not work out very well, which was a reason why the incorporation of African slavery was quickly adopted.
See Elliot's Empires of the Atlantic World to see how important these local indigenous labor systems operated. Moving them from America to Europe would have been too expensive and would upset local operations.