Most flexible way I know of, assuming both machines are on the same network:
1. Create folder on Windows PC.
2. Share folder from Windows PC as "anonymous write" (anyone can write to it).
3. Using a file manager on your Note 4, connect to this shared folder over WiFi.
4. Copy (or move) files using your file manager to the Windows file share.
I've found this in general a lot easier than dealing with the foibles of "what mode is my USB port connecting using? Did I load the phone's proprietary driver (if any) into Windows? ", etc. Works from any device that can run a network-capable file manager to any OS capable of sharing a folder using Windows File Share or SAMBA. (in other words, works from any Android or Windows-based phone to any operating system written after 1995 or so).
Another (faster) option is to copy them to storage connected to the phone (install an SD card, or using a thumb drive with an OTG cable) and then from there to the PC. But that requires an SD card or an OTG cable and a thumb drive.
NOTE: I use various Android devices and various desktop operating systems, and this solution works across all of them. See next post for a less flexible but simpler way in Windows that should work fine.