"on back of course, because the 2 front are only for pendrive or hard disk external"

When I connect on back I get the "USB" screen on Audya but don't know where to go from there... nothing happens. I have update downloaded into computer and Audya connected and "USB"
window on Audya and can't seem to go any further. Downloaded installation instructions but they are terrible, don't say when to turn Audya on during the process or anything.