Which version of Lightroom are you using?
It was first supported in version 6.0. Refer A list of cameras that can be tethered to Lightroom.
If using version 6.0 or above already refer Fix tethered shooting in Lightroom
If you are using a Mac with OSX El Capitan you need Lr6.4 or LR CC 2015.4
i have win 10
But what version of LR are you using? Use Help / About LR or Help / System Info to find out.