You have been sent a folder of photos from an iPhone. Windows shows them as blank icons, or Photos throws an error, or you get prompted to buy something from the Microsoft Store. The files end in ".heic" and nothing you own will open them.
What HEIC actually is
HEIC is Apple's default photo format since iOS 11. It stores an image at roughly half the file size of an equivalent JPG with no visible quality difference — genuinely good engineering, and the reason iPhones can hold so many photos.
The catch is licensing. HEIC uses the HEVC codec, which is patent-encumbered, so Windows does not ship decoders for it by default. Microsoft sells the extension in the Store rather than bundling it. That is the whole reason for your problem: not a corrupt file, not a broken download, just a codec Windows will not include for free.
Option one: convert them
The fastest fix if you just need the photos usable:
This runs in your browser, so family photos are not uploaded to anyone's server. JPG opens on everything, which is usually the actual goal.
Option two: stop the iPhone producing them
If the photos keep arriving from the same person, have them change the setting once and the problem stops permanently:
On the iPhone, Settings → Camera → Formats → Most Compatible. The phone then shoots JPG instead of HEIC. Photos get bigger, but they open everywhere.
There is also Settings → Photos → Transfer to Mac or PC → Automatic, which converts on transfer when connecting by cable. Worth knowing, though it only helps for cable transfers and not for photos sent by message or email.
Option three: buy the Microsoft extension
The HEIF Image Extensions package in the Microsoft Store makes Windows open HEIC natively. It costs a small amount and is a reasonable purchase if you receive HEIC constantly. Note that you may also need the HEVC Video Extensions package for the associated video format, which is a separate purchase — a detail that annoys people.
What you lose in the conversion
Being straight about this: JPG is a lossy format and HEIC is more efficient, so a converted JPG is a larger file that is technically slightly lower quality than the HEIC it came from. In practice you will not see the difference on a photo, and it is not a consideration for sharing, printing or uploading.
What does change:
If you are converting a lot
For a whole holiday's worth of photos, convert in batches rather than dropping 800 files in at once — browser-based conversion uses your own machine's memory, and very large batches on an older laptop can get sluggish. A hundred at a time is comfortable.
And if the end goal is a document rather than loose images — a set of receipts, say — convert to JPG and then run them through JPG to PDF to get one file you can send.