if you have a card reader, just insert the card in the slot, if using a cable, plug the cable in and then copy the phot's on to your hard drive or desk top
I also have an Olympus. Where you actually able to take pictures without the memory card?
Then you must have the new Olympus Master 2 software which came with the camera.
I don't think that it's possible to transfer pics to you new memory card. Olympus Master 2 nor the camera provide for that and there are no other software that can do it.
Best possible is to transfer the pics to your computer, a CD or a Flashdrive.