From where to where exactly?
If you're on a dual boot system and you want to get a file from your Windows partition to your Linux partition that's very easy under linux:
Since you're using a modern system y suppose all your window partitions are mounted. Open your favourite filesystem viewer and look under /mnt or maybe /windows for the partition you need.
Under windows to do the same thing you need Ltools. use google to find it.
If you're talking about moving files from one box to another, you can use diskettes (linux will read windows-formatted but not vice versa), usb memory sticks, cd-rom, or set up a network.