If your cable does not immediately work then you likely need to install the correct driver.
For all types of cables on a Windows based computer - open Device Manager, expand the "Ports" section and look for your cable there, the see the next step depending on your cable..
16-pin cables (OBDII style)
The driver for these cables is not automatically installed by Windows, you can download it from here:
Unzip it then run the installer file
Note: Check you are not plugged into a green connector in the engine bay which would be for the alarm/immobiliser, even though it is the same shape/style of plug! The ECU connector is white/cream coloured.
If your 3-pin cable shows up in device manager with a message similar to "Phased out, contact supplier" then you need to install a special driver:
Download this, open it and then run install.bat to install it, it will try to remove any old drivers and install a working one only, read the messages as it installs.
If there is a problem installing the first time then reboot the computer and try once more.