setup steps

i made DOWNLOAD PLUGIN and INSTALL PLUGIN, the next step ((CONNECT VIA USB)) but he said We could not find any board.
I connected the Board to the computer with a USB cable.
Please I need help

What operating system are you using?
What Arduino device are you trying to connect to?

If you are running Windows, does the device show under Device Manager?

You may have a look at this just in case the driver is not behaving

If you are running Linux, if you type 'dmesg' you should see some similar to the following:
NOTE: This is with Ubuntu 16.04.6 LTS

[ 3149.756333] usb 2-7.3: new full-speed USB device number 8 using ehci-pci
[ 3149.871950] usb 2-7.3: New USB device found, idVendor=2341, idProduct=804e
[ 3149.871955] usb 2-7.3: New USB device strings: Mfr=1, Product=2, SerialNumber=3
[ 3149.871958] usb 2-7.3: Product: Arduino MKR1000
[ 3149.871960] usb 2-7.3: Manufacturer: Arduino LLC
[ 3149.871963] usb 2-7.3: SerialNumber: 386A2F51514D464641202020FF10122A
[ 3149.921977] cdc_acm 2-7.3:1.0: ttyACM0: USB ACM device
[ 3149.923751] usbcore: registered new interface driver cdc_acm
[ 3149.923753] cdc_acm: USB Abstract Control Model driver for USB modems and IS

Have you gone through the following?
https://create.arduino.cc/projecthub/133030/iot-cloud-getting-started-c93255?f=1

And/Or

If you have the Arduino IDE installed locally, is the board seen there?

I have MacBook Pro, Funduino MEGA2560 = Arduino MEGA 2560

In my experience, it is hit and miss when dealing with knock off Arduino boards. It's best to stick with the Arduino branded boards.

However, have you looked at the output of system.log either from the command line or from the Console option?

Ex:
tail -f /var/log/system.log

I am not sure if any other driver is require for the Mac OS but you could try installing the Arduino IDE and see if it picks up the board from that.