When the flight controller is plugged in, no COM port is available for you Betaflight GUI to connect.
You could find a error reminder in the Windows Device Manager, as show below.
Most of the time, it is caused by the USB driver setup in your PC.
You need to install the "STM32 Virtual Com Port Driver". You could find the link of this driver from Betaflight GUI welcome tab.
Attention: Do NOT use the CP210x Driver. This driver only works for Beebrain FC etc.
When the driver works well with the FC board, you could find the COM in the Windows Device Manager, as show below.
DFU Driver
If you want to reflash the FC board via DFU mode, you will find the DFU driver in the Windows Device Manager.