The photos I take on my Nikon P100 look very good on the viewfinder, but when I transfer them to my PC, they look really bad/dull in terms on colour and contrast. Am I supposed to do some post-processing of the photos if I transfer to PC or is just my monitor settings?
The LCD screen (which is what I assume you mean when you said viewfinder in the question) can't be reliably used to gauge color or exposure. The best option is to learn how to use the histogram feature on your camera (this question can help).
Another scenario might be that you have a monitor color problem - the ink provided in matt burns' answer is a good resource.
If the washed out look is fairly subtle, than this is a common problem, especially if you shoot in RAW rather than JPG*. The reason it happens is that the camera's trying to give you all the data in the photo by not under-exposing anything (making it pure black) or over-exposing anything (making it pure white). The resulting photo with no true white or true black looks washed out. But, post-processing fixes it easily by using Auto-Level, or you can use Curves or Levels manually to make it suit your taste.
.* Shooting in JPG means the camera processes the photo more to help make it look better straight out of the camera with no post-processing. RAW applies no in-camera post processing, the photos tend to look worse straight out of the camera, but it gives the photographer more control over the final result if they want it.
The camera allows you to change the brightness on your LCD. If you change it all the way up or down, your photos will look over or under exposed and nothing like what you get when you put them on your computer. This should show that you can't trust the LCD. Instead, learn to use your histogram, which will show you your exposure in a graph format that's very easy to read. There's a quick tutorial on reading a histogram here if you want to read it: http://blog.muddyboots.org/2009/02/histogram-basics.html
If you take a simple portrait of someone in daylight on the camera's auto mode you should expect the camera to expose the photo correctly.
If it looks dark on your screen you probably need to adjust the monitor settings. Here's a website with some simple test images to see if your screen needs adjusting.
Since you are mentioning the P100 specifically, the display on my evaluation unit rarely showed exposure correctly either, it was one of my biggest complaints. Many cameras show a much more accurate preview. Here is the relevant paragraph from the review (Usability page):
"The LCD preview is unfortunately rarely accurate. While white-balance does not seem to be much of a problem, exposure is. Sometimes the LCD shows an image of the wrong brightness before the shutter is pressed and sometimes it shows a wrong one after. EC changes the preview but not by the correct amount. Therefore you do not know when images will be incorrectly exposed."