AirDrop is Apple’s technology for sharing files across devices. You can use it to transfer files from one Mac to another, and also use it to transfer files from a Mac to an iOS device, or from one iOS device to another. On your Mac, choose Go > AirDrop in the Finder, and then, on your iOS device, make sure AirDrop is activated in the Control Center (swipe up from the bottom of the screen to access this setting). You can choose to allow transfers from Contacts Only or from Everyone; it’s best to choose the former.
Your iOS device needs to be awake for AirDrop to be active. On the Mac, drag a file onto the icon for your iOS device in the AirDrop window. On your iOS device, you’ll see a menu offering to open the file; this menu lists the apps that can open the file type.
For some types of files, AirDrop isn’t very helpful. For example, if I try to send an AAC audio file from my Mac to my iPhone, the latter offers to open it with apps such as Voice Memos, Evernote, Dropbox, etc., but not with the iTunes, or other music player apps on my device. So you can’t transfer all types of files that your iOS device can use.