I would recommend copying the files you want to an external HD. Most External Hard Disks come pre-formatted for PCs and you can copy to your Mac. Once you are done, then you can use the same External Hard Disk for your Time Machine backup External Hard Disk. You will only need to re-format it which takes all of about 30 seconds to do.
I am going to assume you not familiar with Time Machine so please read Back up your Mac with Time Machine and use it! Operating ANY computer without a good backup plan is a 100% guarantee you will lose data.