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The process of getting the phone to 'talk' to the computer may take a few steps the first time.
Go to 'Computer' and see whether the phone, when plugged in to the computer, is actually showing up there. If so, the first steps are done, if not let me know, please, after also looking for the phone in 'Device Manager'. (There, look esp. among the device icon-lets with ! or ? over them.)