How to copy an Excel, Word, music or video file from my Windows computer to iphone 4s?

I am using my new iphone 4s for 2 weeks now. I am not able to copy my favourite old music and video files and some useful Excel, Word and Pdf files from my Sony Vaio. Why doesn't it allow for copy paste when it is connected to my laptop by USB cable? Moreover it doesn't accept Bluetooth connection from my computer as well. Then I tried emailing the file, but it doesn't download the file, instead makes a link in the homescreen and for opening the file, I have to connect to the inernet.
I don't know what is happening with this phone. These are the basic things which a user wants in any phone. If it is not allowing for these things despite all that hypes and fame sorrounding it, it is a pretty useless thing. So is there any option to copy the files onto it? Thank you in advance.

Something doesnt quite sound right here, firstly an iPhone isnt a media storage device so you cant simply move files to it, you need to use an App such as Documentd to Go or cloud storage such as Drop Box or Sky drive to store the documents then you will be able to View them from your phone.
Emailing them is another option and this works fine for all the people i know, for pdf, excel, word and txt documents and most common files but again this is view only.
Apple have their our apps, Pages, Numbers etc which also uses the cloud to store the documents which can then be accessed from any ios device or mac etc.
Finally as mentioned above, music and video's are managed through iTunes, using Apple products means you need to use the tools offerred by Apple to get best use of the device, thats just the way it is with Apple.

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How to copy an Excel, Word, music or video file from my Windows computer to iphone 4s?

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