If it doesn’t and Windows reports it to be an unrecognizable USB device, chances are you received a faulty cable adapter.
The USB adapter will normally be installed automatically on your Windows or Mac computer. At this point, you can hit the keys on your keyboard and check the indicator on the adapter, checking to see if any MIDI signal is being sent. Connect the USB end to an available USB port on your computer. What you’ll have to do is to connect the MIDI in of the cable to the MIDI out of your keyboard. The USB to MIDI adapter cable would have USB on one end and three MIDI ports (MIDI in, MIDI out & MIDI thru) on the other. I’ve tested them and the cheaper cables are usually very low quality & sometimes don’t work)
This is what you should look for on your keyboard, the MIDI out
