If you can play the files from your phone, you can easily use just a 3.5mm male-male audio cord to connect from the headphone jack of your phone to the microphone port on your computer. This will transfer the audio without any external interference from nearby sounds.
There are ways to do it all within the computer, using an optional audio source listed in Windows as "Stereo Mix". However, this option is not available on all computers and is very dependent on which soundcard you have, which drivers are available, and how the playing and recording software can be configured.
Either way, you might want to check out some higher-end dictation software such as Dragon Naturally Speaking if you plan to do this for an employer who is paying you to transcribe. And be prepared to do a lot of proofreading!
More info on playing and recording on the computer at the same time.