Boot up holding command-r keys into your Recovery Volume.
From the menu bar choose Utilities then select Terminal.
At the prompt type resetpassword
The Password reset utility will launch (do not reset password)
Instead, click your Mac hard drive.
Then from the drop-down select the user account you want to repair. At the bottom of the window, you’ll see an area labeled ‘Reset Home Directory Permissions and ACLs’. Click the Reset button there.
The process takes a couple of minutes. When it’s done, quit the programs you’ve opened and restart your Mac.
When you setup the Mac, you created a Admin user account with say name X
You ran Migration Assistant and it migrated user Y from the Windows machine.
User Y has different permissions than User X.
User X can't normally access User Y's account.
So what you do is log out of User X via the Apple menu and into User Y, this way you have permission to access the files.
If you want to transfer files from User Y to User X account
Transfer files between user accounts on the same machine instructions
Finder > Go menu > Computer
A window appears with your boot drive, double click on it to open
Inside is Users folder, double click to open it
Inside is your User accounts, double click on the one you want to send files too
Double click on the Public folder drop the files into the DropBox folder,
The permissions will change and can be used in the other user account when you log into it and moved to the appropriate folders.
Applications are typically installed and kept in the Applications folder which is a global access folder all users can access to run them from, but not all users can modify unless they are a Admin user.
Windows programs won't run on a Mac, but they can be instaled into a virtual machine program that is running Windows.