You can email documents, you can use a cloud service such as DropBox or you can use iOS file sharing - if you have an app that supports file sharing.
In order to edit and save documents on the iPad you must have an app that is compatible with the document or file that you want to transfer and save to the iPad. Documents are saved in the apps themselves.
There are MS Office compatible apps available in the app store like Quick Office Pro and Documents to Go. Apple also has their iWorks suite of apps, Pages, Numbers and Keynote that are compatible with the MS Office apps.
Read this about File Sharing