Adding to what flinty says...
Your camera came with editing software that will run on a PC. Windows also has Windows Live Movie Maker, but depending on your version you may have to download it (for free). My favorite cheap software is Adobe Premier Elements 10 (about $70). Many like the cheap version of Sony Vegas.
For the actual transfer, you can take the SD card out of the camera and put it in a card reader or plug the camera into the computer with the cord that came with the camera.