When you connect a new device to your computer, Windows automatically tries to install it for you and will notify you if a driver for the device can't be found. There are several things you can try if this happens:
Make sure your computer is connected to the Internet and automatic updating is turned on
Your computer must be connected to the Internet for Windows to be able to search online for a device driver. To see if your computer is connected to the Internet, open your web browser and try accessing a website. If you're temporarily disconnected, such as when you're traveling with a laptop, wait until you're online again, and then try reinstalling your device.