When I look at my phone (Galaxy Note 3) with the "My Files" app. I see files that don't appear under Files Explorer if I have linked to a laptop with a USB Cable. Confusing.
What am I not doing?
I'm assuming you have a Windows laptop, which won't have built-in support for the file system used on Android devices (ext4). The My Files app however is Samsung's default file manager so being a native system app it does allow you access to a lot of directories on your phone, (But noticeably absent is the ability to edit things that are in the protected system partitions. You need to root your Note 3 and install a third-party file manager app for that.)