Windows PC (it does help us to know these things) ?
When you plug in your memory card Windows will give it a letter (E, F or whatever)
What you need to do then is move or copy the files from your PC, which will probably be on the C drive, to the memory card "letter".
There are lots of ways to move or copy files around in Windows and you can either use
drag and drop
cut and paste (to move) or copy and paste (to copy)
or you can use "send to".
It is one of those things that is actually easier to DO than it is to explain.
If you cant work it out then go into the Windows help and search for "Copy and paste" and so on.
The Windows help is very good but so few people use it.