"My Files" isn't a place, it's an app. Connect the phone to the computer and you should be able to open it as a drive. (If you have an SD card installed, you'll have to choose between the SD card or the "Phone", which is the internal storage. Then just choose a place to put the files (or use My Files to create a folder to put them in) and drag them from the computer to the phone. (Explorer [in Windows], Finder [in Mac] or whatever you're using in Linux, can open 2 windows, one to the computer, the other to the phone.)