Installing software

I know nothing about computers, but I am trying to install Audacity.
In the instructions, it says I need to set software for capturing and editing audio.
The instructions say to click Audacity icon on my desktop (This is OK)
Next it says to click “Edit” key on the software panel and select “Preferences” (This is OK)
Next it says to set recording device to be “USB Audio Device”…my device is connected to my computer, but this choice is not listed in the drop-down menu. None of the choices found in the instruction manual are found in my drop-down choices.
What should I do next?

Need to enable the device in Windows sound panel before Audacity can “see” it.
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After enabling the device, may have to restart Audacity before the device option appears in Audacity.