Does your Sidequest application say Unauthorised: Allow in Headset in the top left corner?
NO? If it does not say this, go over the set up steps again and try a different cable.
YES? If it does say this, here is more info:
There could be a few reasons why this is happening:
You already clicked don’t allow - that cannot be undone.
If you definitely didn't get a pop up then it could be an issue with the ADB drivers. I would recommend uninstalling Sidequest using the uninstaller in this link and when promoted remove all app data. Then reinstall. Why can't I install SideQuest - it says Install Aborted ?
Also reinstall the drivers.
Try the USB 2 cable and different ports on your computer, if you have another USB 2 also try that.