It should work correctly, for instance, when you want to copy photos from phone to pc, you would:
1. Connect phone to usb - phone will show in device manager and you should be able to double click it to open its folders, go to step (3), BUT there is chance it will be empty, showing nothing - in that case go to step (2).
2. Unlock the phone and wait a moment, all files should show on pc now (power button + swipe up/pattern/password/whatever lock you are using)
3. Go to DCIM, you should see all the camera folders you have.
Noteworthy folders:
DCIM - Digital Camera Images, everything you took with your camera apps
Download - where everything you downloaded went
Music, Movies, Documents - where you should put your music, movies and documents
Pictures - pictures (including screenshoots) go there
Notificiations/Ringtones - where you put mp3s for notification/ringtone sounds
Also, while browsing your device you are limited to what you can do - it is best to copy the files from phone to computer and try opening them from there.