Yes, in most cases you should be able to open a file created on a PC on your Mac.
If you used a cross-platform program (such as Microsoft Office) it will likely save files in a format that can be read by both your PC and your Mac. You can transfer the files to your Mac and they should open up in the program assigned to that file type. You can transfer files between the two platforms using a CD, a USB drive, or a network connection. Another option is to upload the files to a web server from the PC and then download them on your Mac.
If you are not using a cross-platform program, you may still be able to save the file to a standard format that can be read on both platforms. For example, if you are using a word processing application on the PC, it may allow you to save your document using Rich Text Format (RTF), which can be opened by many Mac word processing programs.
Many document formats will be accessible across platforms. This includes many file formats designed for use on the internet, such as PDF documents and images saved using the GIF and JPEG formats. Some multimedia files may require you to download a free plug-in to play them on the other platform. This is the case with Windows Media movies. In order to open these files on a Mac using Quicktime, you will need to download and install a free plugin called Flip4Mac.