Thanks for posting and welcome.
Windows phone does currently not support connecting to other devices for file transfer. Supported are profiles for audio and connection to a car system (through Phone Book Access Profile). For more information check the device page.
You might also want to check this post on the next update, a release date for this is as yet not known, but it will be some time after the release of Windows Phone 8.
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No, you will not be able to update the 710 to WP8. You will be able to update it to 7.8 instead though. This is entirely due to hardware limitations of the 710.
Morning, my query re the Nokia Lumia 710.
Trying to connect to my old phone which is a Nokia C3 via bluetooth to download my music and pics.But it say not supported. Is there any way I can connect to get my music and pics??
@Apidra if you have a computer, you are able to use the latest Nokia Suite, upload your existing content to Microsoft OneDrive. Then, you are able to sync with your Windows Phone over the air. Did that help?