As far as I know yes, the lead for the 7250 will allow you to transfer all types of files to and from the pc and phoine, so if you download some ringtones or movies to your harddrive then you can bus them to the phone using the lead (ebay link one), as all the lead is is a device for letting the phone and the PC talk to each other.
The car reader works in exactly the same way - it's just like sticking a floppy in your pc - you open up the A: drive and see a bunch of icons - same with the card reader...
Here's a screenshot of how the card reader appears on the PC;
On my particular one, F: is the slot for SmartMedia cards (that my FUji camera uses) G: is for CompactFlash I/II (I don't use) and H: is for MultiMediaCard (that the 6230 uses. You just click them to open like you would on A: (floppy) or C: (harddrive)
The Nokia software that comes on a driver disk with the cable for 725 is a bit different;
YOu get an icon on the desktop (or in the start menu>programmes list) and click it and it brings up a programme with all your options and shit in there. I don't use it as it won't fit the 6230 (the cable I mean) so don't know an awful lot about it other than when I set it up for my sis and tried it out.
Hope this helps too