Remember that Windows allows only 1 connection at the time between a USB-MIDI device and an application. Make sure all other MIDI applications are closed before you are trying to connect the controller to your DAW.
If your controller turns ON (red LEDs are ON and you can activate various switches) but it is not recognized by your computer, there is most likely a configuration or OS related issue.
Also, please try:
In Windows Device Manager, if your controller shows up as an unknown device or with a yellow exclamation mark next to it, do the following: