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.