Hi again Rodrigo. Thanks again for your help.
Installing itunes was not sufficient. Starting iTunes once and rebooting both devices wasn't enough either, and Phone Link didn't work.
I had to go into Settings>Bluetooth and Devices>Devices>Apple iPhone and hover my mouse over the device and it said the device was not finished setup so "connect to the internet". I had to connect to an unsecure wifi network to finish setting it up which I thought kind of defeated the purpose of connecting over USB for security lol.
As soon as I uninstalled itunes I was disconnected so I had to reinstall it via insecure wifi *and start iTunes once* and it worked again.
I don't think the "Phone Link" step was necessary as I was able to remove it from both devices after.
Thx