I agree with Alex. Windows files are easily copied to the Linux desktop.
Whether you can use them depends on what type of file it is and how much
Linux support there is for it.

My preferred method is drag and drop from the file manager. Windows drives
or partitions are detected and mounted automatically, although you may be
asked for a password to mount it after you click on it (or not... depends on
the version and distribution). Windows standards work here. If you press the
shift as you drop it will move, instead of copy. Ctrl+A for select all and
holding the Ctrl key while selecting multiple files work. You can also copy
(or cut) and paste, if you prefer.