I have a Phantom Pro 4 Plus and recorded 4K videos for the first time.  When I go to edit them, after removing the sd card from the drone and placing it in the controller, it says "file not supported" in the DJI Go app.

How can I edit my movie?

Can I transfer the files to my computer (Windows), and edit them.  I want to increase saturation and brightness in some scenes, as well as make some cuts.

If so, what software is good to start with?

Thanks

I don't have the plus but what I do is connect the drone with SD card in it to my PC and transfer the files that way. Then I just edit on the PC. If your PC has a card reader or you have an adapter that can handle an SD card you could transfer that way but for me it's just easier to leave the card in the drone.

As Steve said just get adapter and plug straight into pc. Edit from there.

The qualified videos and pictures will be saved in the SD card. And the app does not support the 4K video.
Just as Steve mentioned, a car reader will be helpful to edit via PC.

Get adapter and plug straight into pc. Edit from there. The video editing program you can try on your PC is Windows Movie Maker. If it doesn't work, here is a tutorial for you to get some hints.