Windows Explorer.
When you plug in your camera's card it functions just like a flash drive/pen drive. All your photos are there. You can right-click and choose Preview to view them or you can set the folder to
large icon view and actually see little miniatures of the pictures.
You can select My Pictures (or My Documents, etc, any place on your hard drive where you have write permission and wish to store them) and right-click to create a new folder if desired.
Then select the camera folder again and you can use the Ctrl key to click-select specifically the files you wish to copy (The Ctrl button tells windows to select another file without deselecting the previous selection). Then drag the files to the folder on your hard drive and drop it.
If you then go back to the folder on the camera drive you can select the ones you want to delete or delete the whole folder. NOTE: Be careful you are positioned on the camera drive and not the harddrive where you copied them.
Another key shortcut you can use here is to select the first file in the list and then hold the SHIFT key and select the last file in the list (The shift key tells windows to select all the files between the first and last selection). Or even easier just right click on the folder itself and delete the files and the folder (your camera will automatically recreate the picture folder the next time you use it).