transferring data from PC to MacBook Pro

I recently bought a new MacBook Pro and I used migration to move MOST of my files to the MacBook. But , several field did not transfer. I have several files in MSFT Word that did not transfer and nothing I have tried has worked. I tried to copy the file and email it to myself and paste it to my Mac but it did not work. I also bought a cable to hook up between the two and nothing worked.

I tried a few other things, but does any one have other ideas?