Right click on 'My Computer' > Explorer > Browse for the folder you want to
copy and right click on the folder. Choose Copy > navigate to where you want
to copy the folder to (eg. disk, CD, etc.), right click and choose Paste.
You will then see your files being copied over to where you want to move them
too.
You then can go back and delete the original folder if you want. I suggest
you do a 'COPY' and not a 'MOVE' in case something should happen during the
transition.