1. Make sure USB Debugging is enabled: Go to Settings->Developer Options and enable USB Debugging. If you cannot see Developer Options, go to About Phone and click Build Version 7 times. Developer Options will be enabled.
2. Make sure you have installed the USB drivers for the device. For Samsung devices, you can get it from Kies, which can be downloaded from samsung website. After installing Kies, you can find the USB driver in the installation directory. Just install it.