If you might have noticed it, there’s a sub-folder in your WhatsApp folder (in your SD Card) called as “WhatsApp Calls“.
This was recently discussed (in May 2015) on reddit in a thread where users have discovered WhatsApp recording the phone calls and storing it on your phone.
If you haven't find anything you can have some third party apps to record
here list of those apps http://techpctricks.com/record-whatsapp-calls/
What version of Android is your device running? If it is Marshmallow, you need to change the USB mode manually from Charging to MTP or PTP (as needed). Follow the steps here - https://www.techmesto.com/access-files-usb-pc-marshmallow/
In Charging mode, the device should still show up in This PC/My Computer but will appear as empty. If it does not appear at all (even after 5 minutes past connecting), you should visit Device Manager to see if there is some driver issue.