With the phone plugged into the computer, look for a new "drive". That's your phone. There should be Card and Phone folders in it. Open the Phone folder and look for the pictures. (They're probably in DCIM/Camera or some other folder in DCIM.) Open another window on the computer, open Card and drag DCIM from the camera to the card.
If you're doing this to free space, first drag DCIM (either one) to some folder on the computer as a backup, then delete all the files (not the folders) in DCIM and its folders in Phone. (Make sure that at least the backup is good first. That way, if anything goes wrong, you still have at least one good copy of your pictures. Copying DCIM to a cloud account wouldn't be a bad idea either, even if it takes all night to upload. You'll be asleep, so what do you care?)