Welcome to Android Central! When you connect your phone to the computer via USB and make sure MTP is selected, open Windows Explorer and click on the Nexus 6P listing. Navigate to the folders where your images are located (/DCIM/Camera, if they're photos you took with the phone's camera). Does it still say it's empty?
If you're trying to use Windows Explorer's "Import All Pictures and Videos" command, I would recommend against it. If you did get it to work, it's a messy import, because it indiscriminately imports all images from the phone--including cached images from the browser or apps. It's best to manually select the files, then drag and drop to the computer hard drive.
BTW, T0ASTERvan, the Nexus 6P doesn't have a microSD slot. Good thought on other phones with an SD slot, though!
