From what I can tell you can use SD and SDHC cards (after firmware update).
http://camera-wiki.org/wiki/Fujifilm_FinePix_F40fd/F47fd
To me using a card reader is always more reliable than plugging the camera into the computer, especially with older cameras. Sure it might work now, but an update to Windows could break compatibility. Also a card reader is probably faster.
/shrug
How would they even find out?
So family photo session, and you get digital files to print yourself? Why would they ever see the final prints?
As others say, ask the photographer. Unless it's hundreds of photos they'd probably do it.