for a more permanent setup you might consider external network-attached drives, such as can be setup with a Linksys NSLU2 and a couple of USB drives (one for daily backups). otherwise you could just connect a USB drive (or two) directly to your PC/laptop.
Copying the music files is just a matter of drag and drop, and if you right-click drag and drop it will let you choose whether to cut (delete files from original location) or copy (keep files in original location as well as in new location. I forget what the default behavior for left-click dragging between different drives (volumes) is... I think "copy". Worst case if you accidentally copy you can just make sure you have everything in the new location and go back and manually delete the original files.
I'd strongly recommend some basic Windows education in order to make everything easier on you.