Connecting iPhone to Windows 10 Computer for USB hotspot

I suggest connecting to your iPhone hotspot over Wi-Fi. The USB connection works like a charm on Macs, but the interaction with non-Apple products can be flaky.

The support document from Apple explains this in detail, see https://support.apple.com/en-us/HT204023.

Keep your iPhone displaying the Personal Hotspot page while you try to connect your Windows device over Wi-Fi.

Once you have that working, if you try USB again, be sure you have iTunes running and that you click "Trust" when prompted by your phone and your PC regarding the connection.

Normally there's no performance advantage from using USB vs. Wi-Fi.

Also, be sure your plan allows you to use your phone as a Hot Spot. I have friends with T-Mobile and AT&T plans for whom this silently fails unless they pay an extra $30/month to their wireless provider.