Andy will be able to provide you with whatever you need, I’m sure, but this is what I had to do the first time I connected.
I turned the controller on, then went into windows device manager and found the serial/com port that windows identified as being the controller.
In UGS, I clicked the “port” button - the one with the two swirling arrows. That done, I clicked on the down arrow button next to the port window and chose the com port that windows said was connected to the controller.
You only need to do this once, unless you unplug the USB cable from your pc or the controller. Then, windows may assign a different com port to the controller when you connect again.