Connect your iPhone/iPad/iPod to your Mac via USB cable. After that, the iPhone/iPad/iPod icon and its libraries and playlists will appear in the Device list.
Then open the library/playlist that you want to export files, then check the file(s) you want to export in the file list. Last, click "Export to>Export to Mac" in the drop-down menu, to select the destination of the exporting files and start exporting files.
To transfer files from Mac to your device, just click "Add>Add Files/Add Folder" button to import files you want.