Since iTunes is showing the photos on there, are you not perhaps syncing photos from your PC? Your screenshot shows you looking at your Camera Roll which is indeed empty, but if you tap the
< Albums button (visible at the top of your screenshot), does it show any more albums? The other option, as @Tetsujin suggested, is that the photos are still in your "Recently Deleted" album, which you will see when you tap
Only photos taken on your device will show up in the DCIM folder on your PC, the same as a DCIM folder from any digital camera. Windows doesn't have access to the other directory where synced photos are stored so you won't see them in Windows Explorer.
To remove photos synced via iTunes:
- Launch iTunes and connect your device.
- Select your device in the iTunes window.
- Select the "Photos" tab in the sidebar (iTunes 12) or under the main ribbon (iTunes < 12).
- Deselect the option to sync photos or a folder to your device.