When I plug my Nexus 5 phone into my Windows 7 desktop, I see the Nexus 5 device in the file Explorer, but no files. I am sure this is because I need to enable the feature from the phone side, but I can't find it in Settings. In Device settings, I have "Storage and USB", but all it seems to contain is a way to see on the phone how much storage is used by each App. The three dots in the upper right corner only open up to allow me to look at Help.
Where is the setting I need to change?