When you open the Tools > Port menu in the Arduino IDE, is one of the ports identified as something like Pro Micro or Arduino Leonardo?
Some computers have internal serial ports that have nothing to do with the Arduino board. Or you might even have some other random consumer electronics product connected to the computer that creates a port. So just because there is a port shown on the menu, doesn't mean that is the port of the Pro Micro. You must make sure the Pro Micro's port is shown on and selected from the menu.