Installing the correct driver BEFORE plugging the lead in for the first time, is a common mistake. If you have done this, the pc will have allocated a standard Windows USB driver. Then VCDS will be looking for the specific usb/serial device, and not find it. The only way out is to remove the USB device, (using device manager), then installing the correct driver. Then restart the pc, and finally, plug the obd lead in, which will allocate the correct driver (
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Now run VCDS, and use the test facility to find out which comms port has been allocated, by checking each port. Only one port will work. Then (and only then) you can connect to the car, with the ignition on. You'll see the red led on the connector, to show there is 12 volts power on the lead from the car.
Mac.