I have been saving all my photos in my paint. I am now wanting to begin saving my pics in Adobe Photoshop but want to move all of my old pics over to photoshop as well. How can I do this and will I still save them in jpg form?

You don't need to move them at all. Yes, continue to save them as .jpg.

You can open and manipulate them with Photoshop by either right clicking on the file name and choosing Open With > Adobe Photoshop... or just open Photoshop, navigate to the file(s) and open them that way.