Sometimes, it's a matter of the file not having the right suffix for the computer to recognize the kind of file it is. Whether the photo was taken on an iPhone shouldn't make a difference.
Check to make sure it has.jpg, .JPEG, .Tif, .tiff, .PNG, etc. as its suffix provided that's a photographic file. It may also be a file converted into a PDF, which should then have a .PDF suffix. If the file was stripped of its suffix, you can easily edit the filename to include it.
Another possibility is that the file is in HEIF format, which requires an extension to open on a Windows computer. Similarly, for RAW photos, you'd need a compatible program to read the file. For these types of files, which are normally much larger in size, you probably want to ask your client to resend you the file in the normal jpg/jpeg or PDF format.
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Still an AllStar
