Thank you for your reply.
My camera, Canon 5D Mark II is supported. However, Windows 10 is not noted on the list. I am wondering if Windows 10 is the problem?
I would suggest you to use tethered capture in Lightroom on your Windows 10 machine. It should be working fine.
I made one last attempt and used my original camera cable. It worked! Would not work on the HDMI I purchased for it.
Thank you for your help.