Plug the module into this computer and press one button. It works out which chip is on your board and installs the right firmware — there is nothing to download and nothing to choose.
Flashing over USB needs Web Serial, which only Chrome and Edge have. Safari and Firefox have never shipped it, and no setting turns it on.
Open this page in Chrome or Edge on a desktop computer. Phones cannot do it either — Android Chrome has no Web Serial, and iOS has no USB.
Hold the module's BOOT button, tap RESET, then let go of BOOT, and press Connect again. Some boards need that the first time. A cable that only carries power and not data will also show nothing — if the board never appears in any app, try another cable.