Hi Vic, are you getting an error message when trying to send files? If not
here is a simple and easy to follow guide. It's pretty generic so should get you going.
You might already have done all that, but pay attention to the last few seconds - the option to change the destination folder for your file. I suspect that this could be part of the problem.
You are uploading a photo, an image, so it could be a .jpg .jpeg ,png or similar and you might be expecting to find it in your Pictures folder system on your PC - something like C:\Users\Vic\OneDrive\Pictures or This PC > Pictures in Windows Explorer or File Explorer. You should make a note of the format a file is being saved as to make them easier to find - more later. However, Bluetooth might have just seen it as a document and could have sent it anywhere - Desktop, Documents, Downloads. Another case is that it could be directed by Samsung to one of its folders, something like This PC> Documents>Samsung>Bluetooth etc. etc. etc. It is what my Canon camera used to do before I took control.
Try sending another photo and when you get to that last screen have a look at where it is being sent to as that could be where all your other things are. I would change that folder so it always defaults to a folder of MY choice. I have created a series of sub-folders in my main Download folder to do just that Downloads>Bluetooth. Downloads>Pen drive A. Downloads>Pen Drive 128. Downloads>Internet, and so on.
Another trick as mentioned above. Open Windows File Explorer / This PC. Highlight one of the default folders such as Documents or any sub folders. Now, in the address bar at the top right you will see a Search box. Type in the box *.jpg and it will find any of those files in the folder you selected. You can do the same for *.jpeg or *.png. In fact you can do it for any file type and in any folder. The * is a wildcard and what follows is the file type .doc .txt .xls .pdf and so on.