It should be pretty straightforward plug and play with the micro-USB to USB cable on Windows 7 or even Win XP.. You don't need any special software either. Win 7 recognizes it and installs it within seconds. You might have to install additional drivers for older MS OS' or on a Mac most probably.
When you connect the phone to the PC, make sure the phone screen is not locked, and if it still doesn't show the phone in "My Computer", then something's either wrong with the phone or the PC. I'd suggest a restart on both devices and try again.
If nothing else works, you can try the Kies software from here:
Samsung Galaxy S Advance - SUPPORT | SAMSUNG
Although I have never found Samsung phones to be dependent on Kies, usually after installing Kies, when you connect your Samsung phone to the PC, an option pops up on the phone asking you to connect via "Kies or UMS mode". Select UMS mode and then just browse into the phone to where the pics are. Hopefully that helps.