I need to download pictures from my iphone to PC, but no pictures or videos are found

I am trying to upload photos from my iphone 6+ to my PC, Windows 7. I receive a message stating that there are no pictures or videos found to upload, however, there are 500+ that have not been uploaded.

I believe my problem is due to using iCloud Photo Library. My pictures are on iCould (I logged in through icloud.com). I tried to download the pictures from iCloud to my PC, but my PC was requiring me to click either 'Open' or 'Save' for each picture. This seems a little unreasonable for a mass download.

Is there an easier way to do this? I need the pictures off of my device due to storage problems. I do not have enough storage to select 'download and keep originals' in the Settings.

Thank you!