There are 3 steps to set up your phone for debugging:
1) Change your phone to developer's mode by going to Settings, About Phone, Software Info, Android Version - tap at least 7 times on the Build Number text. You will get a message saying you are now a Developer.
2) Enable USB Debugging in Settings - Developer Options. Make sure you are not connected to your USB port to see the USB Debugging option enabled, otherwise it will be disabled.
After you plug in your USB, swipe at the top of your screen, you will see USB Debugging on.
3) Make sure USB connection is set to Photo Transfer (or MTP - Transfer photos and videos). After you plug in your USB, swipe at the top of your screen, and you will see Tap to change USB options on the menu. Tap it, and select Photo Transfer option.