How can I transfer pdf and word document files from my computer to iphone 4?

Hi,
I have recently purchased an iphone 4,I need to know how to transfer my files from laptop to iphone, i have downloaded iTunes but can not add my iphone, basically I dont know if there is anything else i should do to be able to connect my laptop to iphone so that i can easily transfer files.
Also,does any body know what application i can open my word documents with?
and how easy it is to search through the file for a specific topic if its for example 1000 pages? how about in pdf files? how can i find a topic i need as fast as possible, say in an open book exam condition?!!
thanks

Try using the App PDF Reader Lite, I downloaded from the iTunes App store, it is free and works. Not only for PDF but Doc, page, etc.
I Am using it and it is working oK

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