It depends. If you have a wp7, you can only transfer Offices "files" (docs, PDF,etc) through email and Skydrive.
Originally Posted by iHuGi
On wp8, all you have to do is connect your phone to your computer. Open up the folder that is your phone. Should be either the phones's name or the name you gave it using the wp8 desktop app.
After you open the folder, copy and paste the "file(s)" in the "documents" folder. Whatever the file, it should be saved within its corresponding application. Doc/office, pdf/Pdf Viewer.