Need to import files from PC. Not enough space on old PC to down load migration assistance.

First of all, please be patient with me as the Mac is new to me and I'm trying, but old PC habits die hard. Ok I can't download Migration Assistant on to my old PC as there is no room. Trust me, it won't do it. So I've got most of my files, music,etd. on an external hard drive and need to transfer to my Mac. I've plugged the USB cord in, got the icon under devices on Finder, but can't find a "select all" button/choice to move them. I can do the photos, (had to do them in small groups with highlighting and dragging - there must be a better way!) but can't get files to go. They are for the most part MS office/excel. Can someone help me?