To transfer music, pictures, and other files from your device to your computer:
Connect the device to your computer using the supplied USB cable.
When the Connect to PC dialog box appears, tap Disk drive, and then tap Done.
On your computer, the connected device is recognized as a removable disk. Navigate to this removable disk. Open this removable disk so you can see what’s inside the micro SD card. One of the folder should say either Pictures or DCIM- open the folder- you'll see all your pictures. I would suggest you to create a folder on your PC and name the folder and then drag and drop pictures from pictures folder on SD card to the folder that you've created on your pc.
The pictures are stored on the the SD card on the phone. We have no way to recover them for you I am sorry to say. I always recommend backing up the information on the SD card to a computer in case of loss.