The D 3200 is not supported for tethered capture in Lightroom at this time. There is never any announcement as to whether such support will be added in the future. You could use Nikon's software and save images to a Lightroom-watched folder.
Okay. That would work.
Do you know what the Nikon software is called? I can't seem to find anything.
That would be the ViewNX 2 software.
I see you have the same issue I just found - D3200 not supported for tethering.