There are several ways...
#1 - Container files hidden in obscure places is one good way, be it inside a ZIP/RAR,VHD (virtual hard disk) attached to an encrypted virtual machine session, or ISO files. The ISO can be mounted with DaemonTools or
GizmoDrive, and the VHD can be mounted with
GizmoDrive if unencrypted. The RAR/ZIP probably has to be selectively unzipped/unRAR'd, and redone again, making it the most cumbersome of these methods. These all require software being installed on the computer some of which may not be allowed.
#2 - Remote connections to a home computer are another good way, using something like RemoteDesktop built into Windows, or a VNC software. The problem here is two-fold. You have to keep the home computer "open", making it possible to be found by hackers, and then the firewall setup is not always the easiest to do if you're using a router. And then, again, you need to install software on the work machine that may or may not be allowed.
#3 - The final suggestion is the easiest -- take the files with you on external storage! Depending on how much stuff you need, this can range from a fairly bulky multi-terabyte external hard drive, to the slightly more lean "portable" hard drives in the hundreds of gigabytes, or a simply thumb drive. If you only have JPEG photos and documents, maybe even some MP3's, then the thumb drive is the easiest method. You can dangle it on your keychain, keep it in a purse, or even leave it in a coat pocket.
This last one is my suggestion, and it takes the least knowledge, the least work, and the least amount of funds.
For
only $38 (which include free shipping), you can grab a SanDisk 16GB flash/thumb drive. SanDisk is THE name brand to buy for solid-state media (such as thumb drives), and Meritline has awesome deals. This exact drive is one I have experience with, and I think it's pretty good, especially for your exact needs.
Buy it here from Meritline.com
That should fix you up.