A few common methods:
1) 1.44 Floppy Drive - pretty easy to get floppies & a USB drive. If you have a newer computer, format these as PC/IBM/FAT format. If you have another old Mac, you can use HFS. Works well for small files occasionally, works poorly for large files/frequent transfers.
2) SCSI emulator - Several options (BlueSCSI, PiSCSI, SCSI2SD, etc etc), costs vary but in the $50-100 range. Not as easy and cheap as a plain old floppy, but you can effectively replace your SE/30's HDD, which is appealing. Not great for just transferring one or two files (we can talk more about that if we get to it), but a great long-term investment for classic Mac collecting.
3) Floppy emulator - Like 1, but more expensive, and easier for lots of files.
4) Networking - You'd need hardware for this, such as a PiSCSI (mentioned above), and old-school SCSI adapter ($$), or a PDS card ($$$). Networking is by far the easiest way to transfer files (barring very large files, which in some cases can be easier with #2), but takes money and time to set up.