My way to transfer Windows Phone contacts to iPhone:
tap "Settings" in the App list and then "Email + accounts". If you're running Windows Phone 8, tap "Add an account" > "Google". Enter your email address and password and then tap "Sign in" > "Accept". After that, you can transfer contacts from Lumia to iPhone 4s via syncing. On your iPhone, you can do the settings as followed.
Tap "Settings" while on the home screen
Scroll to and tap "Mail, Contacts , Calendars"
Under "Accounts" tap "Add account"
Select "Other"
Under "Contacts", tap "Add CardDAV Account" to sync your Google contacts
Enter "google.com" in the "Server" field
Type in your Google account's username and password in the proper fields
Enter the account name in the "Description" field
Tap "Next"
To synchronize Google Calendar, tap "Add account"
Tap "Other"
Under "Calendars", tap "Add CalDAV Account"
Enter "google.com" in the "Server" field
Type in your Gmail address' username, password and description in the appropriate fields
Tap "Next"
Select to sync "Calendars" and / or "Reminders"
Tap "Save"