This walkthrough from Ableton's Learn Live series covers the unglamorous but crucial first step before mixing a single note: getting your audio interface physically connected and recognized by your computer. Most interfaces are plug and play, but some need drivers installed first, so check that before you plug in.
Keep your monitor speakers switched off while connecting everything, then hook up the interface with its cable and, if it needs one, an external power supply. Get all of this sorted before you launch Live, so the software sees your interface ready to go from the start.