you mean usb tethering?

tethering is for when you want to use the USB to be able to connect your laptop to the internet via your phone's data connection. but since hotspot features are there I don't know anybody who tethers the phone now.

anyway, getting back to the question... I'm guessing your phone charges properly so it's not a cable problem. sometimes when you first connect your phone via USB to a laptop or a pc it starts to install drivers for it and it takes a couple of mins before the phone gets recognized and then it will show up as Mi Max with a phone Icon next to your C drive. For me it shows up on the desktop since I use Linux.

also if you can try running a diagnostic tool on your PC / laptop to see if all the hardware including the usb ports are working ok or not. many times wrong drivers can cause the usb ports to not function correctly.