You can share a folder on your PC, (with the items that you would like to transfer to Android in it), ensure that you are on the same network and then you can access the content from your Android device. This article explains how in nice detail.
If you are looking to copy content from your PC to your Android device then you will need to install a file manager, (lots of free ones in the Android Play Store), but if you just like the idea of just streaming movies to Android you could consider running VLC as a server and just connecting to it.
Other options include using Bluetooth to transfer files - this article does a great job of comparing it to the alternatives and explaining how (even if it focuses on 2 mobile devices).
You can also move the content to a folder or folder structure that you are prepared to share and start a web server in that directory - you can then use your Android devices Web Browser to access and download the content - this can be as simple or complex and as secure or not as you like.