File transfer

You can use a cloud service, upload the files to the cloud service then download the files to your Mac.

You can get an external drive and copy/move the files to the drive then connect the drive to your Mac and copy/move the files to your Mac.

Your post is not very clear. Are you saying you have files created on your Windows computer that you want to open on your Mac? If so, and for example, if the file is a Word document just open it using Word on your Mac. If the file is an image file like a jpg or png just open it using an image editor on your Mac. Use any Mac app that is designed to open the file type you are trying to open. It does not matter that the file was created on a Windows PC.