Many cellphones has a direct contact with the computer, so one way could be by just hitting This Computer and open the icon which probably has showed up. With some newer cellphones, software is included which helps you manage photo importing, photo editing and such.
An option yould be, if you have a laptop supporting memorycard reading, to insert your memorycard into your computer and transfer selected files to your harddrive. Please note that many cellphones have internal memories, and might not have a slot for a card at all. This can be checked up in either manuals or some searching.
You can also Bluetooth them if your laptop has this function. Did you not get any software with your phone? If you plug the phone into your usb it may just see it as an external storage device. If that is the case, Just go to windows explorer and copy or drag the files onto your hard disc