Welcome to Android Central! After connecting via USB, swipe down the notification panel, and look for a USB option. Select it and make sure MTP or File Transfer is selected. Then go back to Windows Explorer, select the phone in the device list, and drag and drop the photos from the /DCIM/Camera directory to your computer hard drive.
I recommend against using Windows Explorer's "Import All Pictures and Videos" feature, because it indiscriminately copies all images, including cached images used by apps and the browser, as well as thumbnails.