You can use a data cable, Bluetooth, and Wi-Fi to transfer files to your computer.

To transfer files using a data cable:
Plug in the cable to your phone and computer > notification will show up, open it and use USB storage or Media device (MTP). You should now see your phone's files in your computer.

To transfer via Bluetooth
Your computer should have Bluetooth capability. Open Bluetooth in your PC, make sure it is visible. In your phone choose the files you want to send.

To transfer via Wi-Fi
There's this app I use, AirDroid. Your computer and phone must be connected on the same network. On your computer, visit web.airdroid.com, then using your phone, scan the QR code. You should now be able to access your files on your computer.