Unfortunately if your intention is to just CTRL+C and CTRL+V, it won't work. As other answers have clearly elaborated, you will need to find and install a 3rd party software that is capable of doing this. Alternatively, you can also find websites that will convert the documents. You will just need to upload the file onto said site. Considering these are short stories you wish to compile, I assume it shouldn't be a problem. I'd be wary of uploading any sensitive information. A quick Google search should help you with the software/website you need.
Adobe's Acrobat Reader is a FREE download. To download, click on the download link to the left in the top menu bar. Once the download is complete, you can open up the application, go to: File → Open Acrobat Reader Once the application has opened, simply load the files into the application.