After burning bootloader, Windows 10 doesn't recognize the USB device
You need a number of things to be true before the (new) bootloader will work:


The hardware needs to be wired correctly
You have used an appropriate crystal as the clock
You have installed the correct bootloader (ie. one for the Atmega32U4)
The fuses are set to boot into the bootloader
The fuses are set for the correct bootloader size
The fuses are set correctly for the clock type and the clock speed (for example, don't have the "divide clock by 8" bit set)


I have a sketch that analyses your chip signature and fuses which will also report on what bootloader it detected (assuming it is one from a recognized list). You could run that and amend your question to post the resulting display from the serial monitor.

I also have a sketch that programs a bootloader for various chips including the Atmega32U4. This sketch also sets the appropriate fuses.