macOS offers several ways to transfer your data.
The easiest and most direct is Setup Assistant, which is offered and runs automatically when you first start the new Mac, and that and other details are described here:
Welcome to MacBook Pro Getting Started Guide - Apple Support
If you have an existing backup using Time Machine, that can also be used to transfer, and Setup Assistant will offer that too.
You can also use Wi-Fi (works well when your Wi-Fi is reliable and decently speedy) to transfer directly, or can use a cable.
Migration Assistant looks and works just like Setup Assistant, but runs later.
Transfer to a new Mac with Migration Assistant - Apple Support
I usually use Time Machine or a disk image, or less often use Wi-Fi, and use a cable only very rarely.