Transferring files from a PC to a MacBook Pro can be efficiently done over a LAN connection. Users can create a shared folder on the Windows PC, move files into it, and access that folder from the Mac. If both devices are not connected to the internet, using an Ethernet cable is an option, although a crossover cable may be necessary for direct connections. Alternatively, files can be transferred using a USB memory stick or an external hard drive, which also serves as a backup. Some users have faced challenges with older external drives not being compatible with newer USB standards. Overall, the process can take time, especially with large amounts of data, but it is manageable, and many find the transition to Mac enjoyable.