You've received some good tips on how to search your external Windows drive for files you might want to move over to the iMac.
I don't know how many files you're considering moving. If the files are scattered all over this external hard drive and aren't easy to locate, then EasyFind might be the way to go.
If it's not a project that would take several hours to set up, you might think about creating three folders on your iMac's desktop: (1) Windows Documents (your Word/Excel files might go here); (2) Wiindows Photos (for your jpg and photo files; and (3) Windows Music (for your mp3 files).
Then navigate to your external hard drive, select the files you want to move, and drag them into the folders you just created.
Once the files are on your Mac, you can then open one of the desktop folders, say, your Windows Music folder for example, select all the mp3 files in it, and drag them as a group onto your iTunes icon in your Dock.
Once that's done, you could do the same thing with your Windows Photos folder...open it up, select all of the photos, and drag them onto the iPhoto icon in your Dock.
Your Windows Documents folder items could be selected and dragged onto your Documents icon in the Dock.
There are probably a gazillion ways to do what you want to do, though...you'd want to choose what works best for you.