Hello Fabricio,
Welcome to Microsoft Community.
In my opinion, it's not that Windows 10 doesn't recognize the USB-C port, but that the Surface Laptop Studio doesn't recognize the display properly, and to put it in perspective, the problem probably stems from the compatibility of the cable or adapter you're using.
I'm not suggesting that the video cable or adapter you're using is faulty (although that's a real possibility), but if you have another working laptop around, then obviously you can test whether this USB-C dock and the corresponding video cable will work properly when connected to another monitor. I believe that your computer's desktop can be displayed normally on your monitor at this time, but there are some problems when connecting to the Surface.
Surface Laptop Studio has Two USB-C ports with USB 4.0/Thunderbolt 4, so please temporarily remove all docking equipment, including the Surface Dock, Connect your monitor directly to the Surface Laptop Studio via a USB-C cable or USB-C adapter (to HDMI or DP), and if you see the exact same prompt, then it's a compatibility issue with the cable or adapter. We recommend that you use a cable or adapter specifically designed for Surface:
Accessories Designed for Surface
They are designed specifically for Surface, so they have unparalleled compatibility.
Best Regards,
Mitchell | Microsoft Community Support Specialist