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Sorry for extremely slow replies. It does do it, it's just I'm stupid and unplugged and put it back in within like a millionth of a second :L but I took it out and waited a bit then plugged it back in and it does the pop up thing
Not in itunes but a seperate pop up by windows. You can also try going to your Computer and your phone should pop up below your C: drive
Double click your device and it should have one folder
called DCIM, it should contain all of your photos.