1. Connect the phone to the computer via USB cord.
2. Make sure the files you want to move over to the phone have their own folder(s) so that you can copy them and their folders to the phone. Unless you want to move the files to an existing folder on the phone.
3. Highlight and copy all the files/folder from the computer and then paste them into the folder(s) on the phone where you want them located.
NOTE: This is for doing this to the phones internal storage. If you want them to be on the SD card, you will have to choose to connect to the card when you are connecting to the computer via USB rather than connecting to the phones internal storage.
Now you should have a copy on the computer and on the phone (or the SD card if you chose to save them there). It is best to leave a copy on the computer, just in case the phone is lost, stolen, things deleted, etc.