Connect your phone to your computer with the USB cable.
Go to Windows Explorer (i.e. 'My Computer', 'Computer' or 'This PC', depending upon the version of Windows).
Double-click on the icon for your phone.
Click further, until you get to the folder where your pictures are.
Open another window, displaying the contents of 'My Pictures' (or whatever folder you want to put the images into).
Drag-&-drop the pictures from the first folder to the second one. (You can select a batch of files by clicking on the first one, holding Shift down and then clicking on the last one. You can then drag-&-drop the entire selection. If you want to select a group of lots of single images, rather than an entire block, hold Ctrl down while clicking on each one in turn).
If, once you've copied the files across, you no longer want them on your phone, right-click on the selection and select 'Delete'.