Some generic things that come to mind …
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Selecting data transfer as the USB connection mode has to be done everytime you connect the phone to a computer (there should be a notification coming up on the phone once you connect it), it’s not a one-time setting. This is a security feature.
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Make sure to use a USB data cable. There are USB cables around only for charging, which will not work for data connections.
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Try with a different USB port on the computer.
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Displaying the folder/file structure of the phone on the computer via USB is done using MTP (Media Transfer Protocol). MTP needs to be set up correctly on the computer side for this to work. Drivers and/or software used with previous smartphones might interfere.
Furthermore, there are versions of Windows 10 called Windows 10 N, which don’t come with MTP (among other things) included, you would have to actively install the necessary components first.
See more on repairing MTP trouble in Windows 10 here.