Every Nokia I have ever used works in two ways;

1) send a file to it using bluetooth (if the computer supports this). It is recieved as a text message, open it, when you close it will ask you to save the file, you do. Then it appears in the relevant location - ie if it was a song it will appear in the music library. The text message can be deleted without deleting the newly saved file.

2) Use Nokia PC Suite. Connect via USB, open the PC Suite, choose the relevant service you want. ie, if you want to transfer music select TRANSFER MUSIC (or whatever it's called)