There could be several things causing such a behaviour. Try using a different USB cable or a different PC if it still doesn't work. Also, what version of Ledger Live do you have? You can check it the Settings -> About.
New USB-cable got me a bit futher. Now when I check if the Ledger is Genuine - I power it up, enter PIN. The PC (win10) now gives i pip (like when installing a new usb device). Now the error message in Ledger Live is - "Oops, couldn't connect to device" I have saved the json error file if needed.
BTW - I can not check the version of Ledger Live, but I downloaded the latest version from ledger.com (2.3.2) - there is no "settings" menu in the program. When Ledger Live starts - the heading is "get started with your Ledger device", and I can chose from "Set up a new device", "Restore", "skip device setup" or "don't have a Ledger device". Could the Ledger Live software be fishy?. I downloaded it from ledger.com, and checked the ssl cert on the site.