This may sound so un-tech-like lol, but if you have more than one USB port, try sticking it into a different one if absolutely nothing pops up. I tried this once, and the "found new device" worked for me and allowed me to get the camera on.
Make sure both ends are connected, make sure the camera is on -- and if nothing pops up asking you to choose a task or something like that, do what schmitty said and look at "My Computer" for the device. If it isn't there, it isn't connecting properly to your computer for some reason.