How to connect my iphone to PC and edit my contacts and other things like I can do with my Nokia phone?
You can in iTunes define which online Service or PC program you want to use.

In the iPhone User Guide on page 55, are the below written.


  Info Pane
  
  The Info pane lets you
  configure the sync settings for your
  contacts, calendars, email accounts,
  and web browser. 
  
  
  Contacts
  
  Sync contacts with applications such as Mac
  OS X Address Book, Yahoo! Address
  Book, and Google Contacts on a Mac, or
  with Yahoo! Address Book, Google
  Contacts, Windows Address Book
  (Outlook Express), Windows Contacts
  (Vista and Windows 7), or Microsoft
  Outlook 2003, 2007, or 2010 on a PC.
  (On a Mac, you can sync contacts with
  multiple applications. On a PC, you
  can sync contacts with one application
  at a time.)
  
  If you sync with Yahoo!
  Address Book, you only need to click
  Configure to enter your new login
  information when you change your
  Yahoo! ID or password after you’ve set
  up syncing.