Try removing the storage card.
Connect the camera to PC with USB cable but don’t turn on yet. Then go to:
File >> Tethered Capture >>Start Tethered Capture
Complete the settings dialog including keywords and click OK.
Turn on camera.
Well the mystery continues. Here is what I have tried now.
I installed Nikons ViewNX2 that came with the camera. It works perfectly and I am able to see the images on the camera from the computer. This confirms that the camera and computer are working together and have good communications.
I then installed the latest updates of Adobe Lightroom CC 2015 and confirmed it was updated.
From Lightroom I am able to communicate with the camera and download images from the memory card in the camera directly to Lightroom so Lightroom understands that the camera is connected.
I have tried to establish a tethered connection by removing the memory card on the camera and restarting the camera. I still get the message that No Camera Detected in the Tethered Camera Bar.
We have confirmed that the Nikon D5200 has the latest firmware version 1.02.
So Lightroom is up to date, the camera is up to date, the USB connection is working, Windows 8 is communicating with the camera and even in Lightroom if the Tethered bar is up and displaying No Camera Detected and you turn off the camera and back on the Tethered bar disappears. So Lightroom is sensing something is going on but does not recognize the camera. I confirmed that the Nikon D5200 is on the compatibility list it is almost as though Lightroom no longer recognizes that camera.
I have worked though the entire check list provided on the Adobe Site and have tried all the suggestions in this thread. I appreciate everyone's help and if any one has any ideas I have not attempted please let me know. The student is going to college and the requirement for the course is to use Lightroom in Tethered mode. If she can not resolve this issue she will receive a cut in her grade or fail the class. So I hope we can find a resolution.
Any solution yet? Same problem here with my Nikon D5200.
Hope to hear!
problem solved with with help of somebody of the helpdesk!