What do i need to type when i want to copy all the *.ogg file on /mnt/ntfs1 (My windows drive, many ogg files scatter all over the drive) to my Linux home directory?

cp -r /mnt/ntfs1/*.ogg

This will copy all OGG files from your Windows drive (searching recursively) to the drive you're in when you execute the command.

Actually, that would copy any .ogg files in the root of the ntfs partition. It would also copy any directories ending in .ogg (an unlikely occurance).

I think a solution more targeted at what the user seeks would be:

Thank you, but can you explain to me what does those command exactly mean? (I want to learn more)

Find takes a path and zero or more 'operators'. The first argument to find is the path, which indicates where find is to start its search. It is then followed by operators which specify what files to find. In this case, I told it a case insensitive search on name, to match the express '*.ogg', which is (as you might imagine) all files ending in .ogg. Finally, you have (optional) operators which specify what to do with found files. -exec asks for that command to be run on each of them. The default operator is simply '-print', which prints a list of found files, one per line. See the man page for find for more details.

That command is still copying directories named "*.ogg", if any.
This can be avoided that way:

An excellent point, though I doubt directories ending in .ogg are terribly common.