I don't have a Nexus, but if it is like every other Android device I have owned, you would connect to the PC with a USB cable, and mount the storage as a drive, and use the PC OS to copy the files to the drive in the appropriate location. The directory names are pretty obvious, on my phone it is: /sdcard/Music
To mount the phone as a drive may require a setting on the phone as well. On my LG Optimus G in the Systems settings menu there is an option for PC connection, and in that submenu, there is a USB Connection Type that has an option called Media Sync that allows for file access on the phone. Your phone may be different, but should be just as obvious.
You should probably ask in the Nexus section to get info specific to your phone, or browse/search the forum, someone else may have already asked the same thing.