The debuggr software doesn't find your board respectively its ST-Link debug probe. Maybe its a drive issue. Try another USB port and wait for Windows to detect+install drivers. The USB link features 3 devices: a serial COM port, a small "USB stick" like storage device for drag&drop programming, and the ST-Link debug device.
Windows device manager should show ST-Lik Debug device. If it doesn't, you may try to download and install the drivers seaparately or with another tool (STMCubeProgrammer). If it all doesn't help: uninstall completely and reinstall the software before connecting the board.
