What are you trying to do?
Burn a bootloader? Board must be powered from USB, or from Barrel Jack/wallwart. Then:
Tools: Board: Arduino Uno
Tools: Programmer: AVRISP MKii
Tools: Burn Bootloader
Upload a sketch via USB port after bootloader is installed?
Make sure your sketch compiles. Then:
File: Upload
Sketch starts after a couple second delay while bootloader checks & fails to see that another sketch is being downloaded.
Burn a sketch without a bootloader? Board must be powered from USB, or from Barrel Jack/wallwart. Then:
Make sure bootloader is installed first, sets up the fuses for crystal stuff.
Make sure your sketch compiles. Then:
File: Upload Using Programmer.
Sketch will start immediately after a restart.