I'm not aware of an app on the phone that'll do this, but I personally use Calibre on my computer to convert various files to epub. Calibre also will detect the phone and allow sending files to it, converting at the same time.
There are epub reader apps for the phone (I personally use Aldiko). Transferring the actual epub files is the same as any other piece of data, mount the phone on the computer and drag 'em across. However, that Calibre software I mentioned earlier in this thread detects our phones and you can tell it to send files straight to the phone and it'll put 'em in certain locations based off the common readers.