First, when you connect your phone to your computer via USB, swipe down the notification panel and tap the USB notification. Make sure it's set to File Transfer (or MTP).
Then, on the computer, open Windows File Explorer, and look at the devices in the left column -- do you see the phone there? If so, double click it and look for the directory where that image is. If it's a photo you took with the phone's camera, then look at /DCIM/Camera. You should be able to drag and drop the image file to the computer's hard drive.