The heart equivalent on the desktop is 4 stars. All "hearted" or "favourited" photos from your mobile phone are shown under the Windows Desktop OS photos with a 4 star rating.
Connect your phone to your laptop/desktop computer, and navigate under the pictures folder to reveal all the pictures. Then, right click on the titles ribbon of Windows Explorer (Files), and select the Ratings column if its not selected. After that, you should be able to see a column of ratings, and click on it to sort the pictures according to their ratings. This will bring all the 4-starred (♥) photos to the top, which you can now select from the first one to the last one, and then copy them