Apple's official tool
Apple provides a free program called Windows Migration Assistant, which installs on your old Windows computer and directly transfers documents, photos, music, contacts and even some settings to your new Mac over a shared Wi-Fi network.
This is the most reliable method, but it requires both devices to be on the same Wi-Fi network and to stay on throughout the process — it can take anywhere from 30 minutes to several hours depending on the amount of data.
Via the cloud — simpler for smaller amounts
If you don't have much data (documents and photos, but not terabytes of video), the simplest approach is to upload everything to the cloud from your Windows computer — Google Drive, OneDrive or iCloud — and then download it on the MacBook. The upside: no need to sync the devices directly, and you can do it gradually.
The downside: if your internet is slow or there's a lot of data, this takes noticeably longer than a direct transfer over cable or a local network.
Via an external drive — the fastest method
If you have a large amount of data (years of photos and video), the fastest and most reliable method is to copy everything onto an external hard drive or SSD from your Windows computer, then connect it to the MacBook and copy the data from there.
An important detail: by default a MacBook can't write to drives formatted in the standard Windows NTFS format — only read from them. For a simple one-off transfer that's not a problem, but if you plan to use the drive with both systems regularly, it's better to format it as exFAT, a format both Windows and macOS understand.