Welcome to Apple! I'll include some resources below to help you get your bearings switching from a PC to a Mac.
The Finder application is one of the first applications to learn, as it is your main file organization tool. Your pictures should be in a folder called Pictures in your main user account. The first time you open the iPhoto application, it will look for pictures on your system and pull them into it's library. iTunes will do the same thing with music. Check out the links below for more information:
This article will explain how to use the Migration Assistant, and where the files end up on your Mac computer. But it is important to copy your Documents, Music, Pictures and other data folders from your PC to an external drive so that you have a backup.