It doesn't really matter which method you use to transfer your RAW files to your PC. Whatever gets the files across.
Generally speaking, once you've transferred your images from your CF card to your PC, you'll wipe your CF card so it's ready for the next shoot. When the files are on your PC, you'll do all your editing from there.
Different applications handle files in different ways. When you load a RAW file in Photoshop for example, you make your desired changes and then when you come to save those changes, you need to save or export the file as either JPEG or TIFF. This ensures that you always have the master RAW file unchanged in case you want to go back to it.
The best way to think of a RAW file is like a film negative; It's just the info that the camera captures and that info never changes. The JPEG or TIFF file that you create after your adjustments is the digital equivalent of the print that you get after developing your photos.
There are various ways to do this; You could either copy your exported JPEGs to CD and take them into a photo development shop or you could use one of many online services that allow you to upload your JPEGs to their website (PhotoBox.co.uk
is one example that I've used and have been very impressed with the results) and order the prints you want online. They then send you them in the post. (Note that most photo development places (in store or online) will only accept your files as JPEGs)
I hope this helps.