When I connect my iphone 6 to PC, I go to computer, Apple iphone, and click on DCIM to see photos. That is where I can't delete photos. Please note that I am almost completely Iphone/computer 'challenged'.
Go to your computer, click on the computer icon. Go to Pictures. Depending on your version of Windows, this could be My Computer and My Pictures. There you will find Windows place to store your pictures.