you can transfer files and photos to pc by connecting with usb cable. when connected you will be asked in notification bar whether to charge or to transfer files or photos. click on photos or file transfer and you can transfer the files and photos to pc. try it.
Frist connect your MI Max to pc in MTP mode. Here you can use an Android Assistant tool to help you transfer files from MI Max to pc. Such as contacts, text messages, call logs, videos, photos, music and so on.