You must first have paired the device with your computer (see p. 8 of the mini-guide or part 6.3 of the user manual), this step is done only once.
Warning, for the USB connection, the latest versions of Windows (10 and 11) do not always recognize the USB device: to solve this issue, you must install the CP210 Windows driver, downloadable from the website via the same link as the software.

If the pairing is already done, check in the software configuration that the connection mode is
correct: Serial USB or Bluetooth