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.