You most likely need to manually select the correct COM port from the drop down menu in the Laser window in order to connect. Before selecting, you may need to right click the Devices button to refresh the list of available COM ports.
The correct port will probably have “usb” in the name, but try each port until you see a response in the Console window.
For the issue of transferring GCode, you most likely need to save it with a “.gcode” extension. The next time you save the file, type it out with the extension like “examplesave.gcode”. LightBurn will remember the extension for future saves, so you’ll only need to do that once.