Mark, as an iPhone user, I know some information about HEIC. It can take up less storage space when compared with JPG. However, it comes with limited compatibility. Only iOS 11 devices and macOS High Sierra have access to it. It is also the reason why you cannot open it on your Windows directly. At present, there are numerous heic to jpg converter for Windows, which is utilized by majority of iPhone users, including me.
However, if you dislike using it, you can go straight to Apple's local support.
Following is the complete steps:
To save photos at a later time as JPG format, you can:
go for "Settings">"Camera">"Formats" and choose "Most Compatible"
To change HEIF format to JPG when tranfer to Mac or PC, you can:
go to "Settings">"Photos">Transfer to Mac or PC and choose "Automatic".
Note: You can choose "Most Efficient" and "Automatic" at the same time so that you can benefit yourself in both HEIC's powerful storage capatibility ang JPG's broad compatibility.
Hope this reply is useful for you.
