one moves - the other doesn't?
the stills will probably be .JPG
the movies could be almost anything
.avi, .mpg, mpeg, ...... (it should say in the book)
you don't say how you transfer them
if the canera appeard as a hard drive you can just drag and drop - wherever - it's up to you
if you use a prog that came with the camera - I'd imagine there there will in effect be a "my pictures" and a "my movies" folder created somewhere on your PC.
(although they should be settings you can alter)
or there will be a "canon" (or whatever) folder in MY DOCUMENTS.
what model/brand ?