Hi,
When you click connect, does the app close fully or stay open but reset to the first screen?
This points to a broken app state on the PC, so reset the app data and restart the setup.
Go to Settings > Apps > Installed apps > Phone Link > Advanced options, then select Repair, then Reset, and restart your PC. Open Phone Link again and choose connect to Android. This clears the pairing cache and restores the QR code screen so you can complete the setup normally.