It very much depends on your phone and how it communicates with the computer. If you can see it as a drive in Explorer like any other external storage, then you should be able to simply drag and drop. In that case the biggest problem would be finding the right folder.
There are phones, though, that need a special program for interacting with the computer. IIRC in that case you would need that said program also from downloading pictures from the phone, so if you're using the Windows image transfer wizard the first alternative might work for you.