First, make sure all cables are secure.
Simply tethering the camera activates charging but not a data connection. The camera must be turned ON and connected via a USB 2.0 port in order to access the stored media or to configure the camera settings.
Try using a different port on your computer. The computer is a USB host device which supplies power to the camera. Avoid USB Hubs which split the available 5V to other devices. Hubs may not provide enough power to correctly operate the camera – particularly if you have other devices plugged in to the HUB.