cam2pc supports JPEG lossless transformations. It means that when it needs to rotate a JPEG image, it does not need to decompress the image, rotate it and then recompress it. This would lead to a quality loss and should be avoided.
If the images you selected cannot be losslessly rotated (non-JPEG files or JPEG files which do not match the lossless criterias) then you will be prompted whether or not you want to perform a lossy transformation.
Some cameras write the orientation of the camera when each photo was shot. To determine this, take a picture with your camera holding it not the normal landscape way. Then transfer your picture and display the EXIF metadata for the picture. Look for the value of the [Orientation] tag. If its value is 1 then your camera does not support this feature. If its value is different is different than 1 then you can use the "Auto-transform" feature that will automatically turn your pictures to the right orientation!
In this case, you can even activate the "Auto-transform" feature at transfer time...