The easiest way is probably via the USB cable that came with your phone.
On the SD card, there's a piece of software called HTC Sync that you can put onto your PC which can sync not only your picture files, but music, documents and contacts, etc.
However, many prefer to connect the phone with the USB cable, select the 'Disk drive' option on the phone and use Windows Explorer to select particular files and directories, and transfer them to and from the SD card.
If you install an app like Astro File Manager or ES File Explorer, this may make things easier for you as it will be similar to having Windows Explorer on your phone, and will enable the Bluetooth feature which you can use to transfer files, too.