As Z-M has indicated, simply connecting your phone to your computer should enable Windows to recognise it as an external drive.
If a dialogue box opens, offering you the option of 'Open folder to view files', accept it.
If not, go to 'My Computer' (or 'Computer' or 'This PC', depending upon which version of Windows you've got) and look for the icon for your phone. Double-click on it.
Once you've got that far, you'll probably need to go into one or more subfolder to locate your pictures. You can then 'drag and drop' (or 'copy and paste') your files into your chosen location on your PC. (To use 'drag and drop' you'll also need to open a second window displaying the destination folder for your images).
Remember to 'eject' the USB connection to your phone (via the icon at the bottom right of your screen) before unplugging the cable.
If you've not got the full manual for your phone, you can access it here:
http://download-support.webapps.microsoft.com/ncss/PUBLIC/en_US/smartwebpdf/GUID-B54A29DF-229A-4CE9-AAF0-8F374D014186/Lumia_Windows_Phone_8-1_Update_UG_en_US.pdf