People cannot list your files and steal them without a service running that would allow them to connect and preform the action.
If you have open windows file sharing for example, all someone has to do is connect to you through Network Neighborhood over a cable line; note that this would only work should your fileshares be accessable over the web (most ISP's block the required port networkwide).
I extremely doubt you're wanting information on infecting a pc and connecting to it for being able to protect yourself, but if you are I'd reccommend
reading a book ...