Did you install the software before connecting the phone?
If you connected the phone and then installed the software it may not install correctly.
Uninstall the software completly. Reinstall the software without the phone connected. Shut down the PC. Connect the phone and re-start the PC.
Windows will see the new hardware and install the drivers for it. At the same time a com port will be allocated.
When you open the software you may need to set up the phone, also check Samsungs website for FAQ's