The USB pport supports a mouse and keyboard (cia the included OTG cable), it doesn't have video output on it. As B. Diddy says, the video has to go to an HDMI input port (like a TB set or monitor), and your PC's HDMI port, if it has one is output (PC to TV), not input (stick to PC).
You can use
MyPhoneExplorer to connect the phone to the PC.