nothing I click on the desktop will open
Do you mean while you tether the phone?
There are a variety of tethering apps, some better than others.
If so, what program do you sue to tether in Windows?
And which phone and app on the phone? Which hone?
So, is everything normal when you do not tether?
Why do you need together? Have you tried any workaround?
For example, why not use Dropbox or Google Drive?