But since you already did through the topic title..
Option 1 email to yourself, open email on phone, save to your local storage.
Option 2 Connect phone to PC, it will show up as a device in My Computer (you may need to install some software that came with the phone), copy the document to the phone through that. If it's a WinMo phone it probably has Word mobile that should be able to open the document.
Option 3 take out the data card (if you have one) connect to the PC (probably need an adapter) and copy the file to the card, insert in phone, open it.
Option 4 use bluetooth, turn it on on the phone, get a bleutooth connector for the PC if it does not have one, transfer files over the link.
Option 5 Print out the document, wrap the phone in it, unwrap when you need to read it.