Open two windows (one for C:, one for E:), right click on the file(s) in C: and while holding down the right mouse click drag files to E:. When you release you'll get a pop up window asking if you want to Copy (default), Move, Create Shortcut or Cancel.
The only way to transfer program files is to uninstall the program and then reinstall it again and select the E drive during the install process.
Trying to copy program files from one drive to another will almost certainly result in the program not working and very possibly give you a load of errors on startup.
I assume you mean the actual program files (as opposed to the files CREATED by the program). So for example you want to move the WORD program from C to E, rather than your actual personal Word files.
If you want to move the PROGRAM then ignore the very very bad advice from Nibble.
Why do you want to move the program?
If it is to gain space on C then moving programs will gain you little space on C and there are far better ways of creating space on C than moving programs.
Additionally, your C and E drive are very possibly the same physical drive which has simply been split into two partitions (C and E)... If this is the case you could simply decrease the size of the E partition (or delete it totally if it's empty) and increase the size of the C partition to make more room on the C drive.
(this may not be the case, and the C and E drive might be totally separate physical drives, in which case the above won't be possible)