There are different options here:
Make use of Alfresco's Virtual FileSystem capabilities and import your documents via CIFS or FTP: http://docs.alfresco.com/4.2/topic/com.alfresco.enterprise.doc/concepts/fileserv-subsystem-intro.html
Use Alfresco's bulk import tool: http://docs.alfresco.com/4.2/topic/com.alfresco.enterprise.doc/concepts/Bulk-Import-Tool.html
Use any other Alfresco migrations tools like: Xenit move2alf or fme migration-center