Just some answers.
1. The usual way to get your files is to copy them from your backup. If you don't have such, make it.
2. An external hard disk is a nice and big enough medium to transfer files. If it aren't too many GB, a USB-stick works also.
3. If you have a router, you can make a home network and use that to transfer files.
So that's three ways to go for the physical way. Microsoft provides some software to help you.
For the bookmarks I recommend export and import. Just include the exported file (a .json file) in your backup and in your list of files to transfer.
Wireless is somewhat slower and somewhat less secure as wired. If there's a cable already to the location where the new computer will be put, keep using that. And turn off the wireless capabilities of the router unless you want to use it for a laptop of some visitor.
I now had windows xp sp3...new puter has windows 7...if I do switch...how do I get my files...music and photos is all...from one to the other and I plan on using Firefox again..will I have lost all my bookmarks that I now have in Firefox??? Also. new puter has wireless capabilities..should I go that route or just continue with the Ethernet cable..is wireless as secure? I have Comcast cable broadband connection...