TRANSFERRING PHOTOS - HIT ANOTHER ROADBLOCK

The other day I tried to transfer my Photoshop Elements 5 photos into my new Photoshop 11 program.  I viewed again a few times it was shown on video under a tutorial on how to do this.  But when I viewed the tutorial about the third time, because I wanted to take it slowly and write down the instructions, I noticed the man in the video already had the old photos already on to his new computer.  Well, how did he do that.  That is what I want to know.  Still searching for that.