How do I download my pictures from my iPhone SE to my computer?

read Transfer photos and videos from your iPhone, iPad, or iPod touch - Apple Support

If it is Import you can delete from iPhone but not if you Sync using iTunes.

Transfer photos from an iPhone to your PC

First, connect your phone to a PC with a USB cable that can transfer files.

1. Turn your phone on and unlock it. Your PC can’t find the device if the device is locked.
2. On your PC, select the Start  button and then select Photos to open the Photos app.
3. Select Import > From a USB device, then follow the instructions. You can pick the items you want to import and select where to save them. Allow a few moments for detection and transfer.

Make sure the photos you want to import are actually on the device rather than in the cloud. Then, follow the steps for your type of device.

Mac -- use Image Capture, it's a native macOS app.

Win -- connect the phone via USB, open it as an external drive and export all photos in DCIM folder. Then delete photos from Photos app on the device and don't forget to clear "Recently deleted" folder.

There's a bug with transfer on Win due to HEIC > JPEG conversion, will show "Device disconnected" error. In this case, change the export setting to "Keep originals" at the bottom of Settings > Photos on the device and try again. If won't help, try iMazing. Never had issues with it.