Welcome to Android Central! When you connect the phone via USB, does it show up in Windows Explorer? If not, swipe down the notification panel on the phone and tap the USB connection notification, and make sure it's set to MTP. If you don't see a notification, then try a different USB cable and/or USB port.
I would also suggest not using the Windows Explorer "Import Photos and Videos" function, because it tends to be pretty indiscriminate in what it imports--you'll find cached images (that apps use) as well as thumbnail images, along with the photos that you really want to import.
08-19-2015 11:59 PM