The iPhone doesn't have a file manager by default, so it can be difficult to transfer files between it and a computer. Why Apple thought this was a good idea is just plain stupid, it makes things more difficult. But if you're looking to get your photos off your iPhone onto your Mac there is a neat little way to do so.
1. Connect your iPhone to your Mac via USB.
2. Open up the "Preview" app.
3. Once Preview is loaded hit "File", and near the bottom you'll see something like "Import from iPhone". It'll usually say Import and then whatever you've named your iPhone. If you have multiple devices connected it'll say "Import from Camera", you should be able to hover over that and choose from the devices available.
And from there you can either import a selection of photos or all of them, it'll then ask you where to save them, as simple as that.