How to move videos from iPhone to Windows PC by cable?
Movies should come up in the same folder. If you cannot see the video then there are a few things to check:


Was the video taken with a different app, and not the native camera app? If so, that data could be accessible through app data in iTunes
Are there other folders inside the DCIM folder? After you take several photos and videos, they get spread into multiple folders.
If you enable photo syncing in iTunes can you then see the files you want, even if this is just a temporary measure to test it's there?


The "device" type icon you see can be ignored. You won't be able to copy or delete it, and usually after you disconnect and reconnect your phone they will disappear, particularly if you've deleted the rest of the photos.

Cutting/pasting doesn't always seem to delete them on the device, but if you are sure you've backed up all the photos you can just highlight them and delete them all.