Windows 10 desktop Trust This Computer?
When connected, the phone and computer need to trust each other for data to be exchanged. As a general rule of thumb the computer will trust most usb devices. However, because phones charge through the usb to lightning cable it may be unwise to trust every host device to which the phone is connected.

Because of this you need to unlock your phone (just get past the lock/pin/password/faceID screen) and give permission to "trust this computer", which will usually just pop up on the screen.

If this is still not working, restarting the phone and computer before trying again may be a good place to start.