(1) The files might not have copied properly; i.e., an incomplete copy. In this case, you will never be able to get the files back - check your original phone's recycle bin if you haven't already! Some .jpg recovery programs can retrieve parts of the pictures, but Windows won't do this properly.
(2) Try opening a browser and dragging the files into the browser. This checks if it is just your photo-viewer and/or Windows Explorer that can't open the files, or if it is something about the file that is broken.
(3) The encoding of the .jpg used by the phone might not be supported by Windows and/or by your specific device. Occasionally, some software uses weird and non-standard encoding for photos. Try transfering them back to your phone, and seeing if they open, and then re-saving them in a different format.
(4) Try uploading the files (i.e. as if they were normal), and seeing if the site you upload them to can view/preview them properly. If so, re-download the files. Many sites (i.e. FB) will re-compress and re-encode images, so, when you download them again it'll really be a brand new version that you're getting.
(5) Transfer them to another device and see if they view properly there.
(6) Run file-recovery software (this is a bit specialist, now) on your machine, and see if it identifies the files as being incomplete / fragmentary. It may be able to partially recover the files.
(7) Run file-recovery software on your phone (but only get this kind of software from trusted vendors) to undelete the files.
I'm assuming that at some point during that ^^^ you'll decide the files aren't worth it...