Be careful, you want to do this the right way.
I strongly recommend that you don't just drag the files to folders on your mac.
Instead, do the following:
Photos
1. Open iPhoto
2. Drag the image files into the blank area of iPhoto. The application will copy over the files and organize them for you in the iPhoto folder. You should never meddle with this folder.
Music
1. Open iTunes
2. Also make sure that you've checked "Keep iTunes Music Folder organized" and "Copy Files to iTunes Music Folder" under iTunes
> Preferences... > Advanced
3. Drag all your music files into iTunes, just like you did with iPhoto. iTunes will now take care of everything.
Documents
1. Just drag them to the documents folder.
2. If you like keeping your files as PDF, consdier
Yep Document Organier. It's like iTunes or iPhoto for documents, but supports PDF (TXT, and Images also) only.
Converting any document to PDF on a Mac
1. Open the document with it's specific application (e.g., open a word document in Microsoft Word)
2. Go to File > Print...
3. In the print dialog box, click the "PDF..." button in the bottom left corner. Then save it as a PDF.
PDFs are good, because they cannot be edited later (i.e., they're tamper-proof), they are displayed the same way on any computer, and anyone can open it, even if they don't have Word installed.