Windows is closed, so it is very limited.
You can't transfer contacts simply with copy contacts to SIM card. There is only import from SIM, no export.
So you want to transfer contacts from a windows phone (7,8) to an android. Here is how:
Your old Windows phone has a Microsoft, Live or Hotmail account associated to download apps and content from the store.
Sync your windows phone contacts to your Microsoft account, enable the option in settings to sync automatically or schedule sync.
Then login to your Microsoft account from a desktop browser. Microsoft account is hub for mail, contacts, calendar, onedrive and office suite.
For contacts, Go to the url people.live.com where contacts are synced within your Microsoft account.
Select Manage > Export for Outlook.com and other services. It will download your contacts in a .csv file, which you can upload to your Google account or convert to vcard (.vcf) file.
Login to google account and go to google.com/contacts or you can login to Gmail where you have mail, contacts, tasks, above the Compose button. In Google contacts you can choose to import contacts, it will ask for a .csv or .vcf file, upload your .csv contacts file.
Your contacts are now in your google account, which will sync automatically with your android device, which uses your google account.
Alternatively you can get a .vcf file by exporting contacts from Google contacts, because android doesn't let you import directly from a .csv file, then transfer the .vcf file to android device and use import from .vcf file, to import locally.
Caution: Don't use an online format converter unless you absolutely trust your contacts with them.