From Tools -> Ports menu, see if there is a port to select when the Arduino is connected.
If not, you need to install the drivers. Check the part number of the chip near the USB connector (it will be CH340G, FT232, or Atmega 16u2. For 16u2, use official drivers. For other chips, google the part number and the word driver. Note that there are counterfeit FT232 chips floating around which do not work correctly (google ftdigate )