The plastic flap will usually say something to the effect of “Video Out”.
Keep in mind that the hollow side of the USB end should be on top.
You should see a pop-up window asking what you want to do with the device once the drivers are installed.
There might be another folder inside of this one named after the camera brand–for example, “100CANON”.
Delete your photos from your camera’s memory card. Copy your photos to a file on your computer. View your photos from within the camera.