The web page "Guide to the Arduino Leonardo and Micro" (http://arduino.cc/en/Guide/ArduinoLeonardoMicro) tells us that drivers must be installed and offers a set of easy to follow screendumps.
It directs us to "Click the Browse... button. Another dialog appears: navigate to the folder with the Arduino software that you just downloaded." BUT there is no prior reference to any download.
Ooops. Windows has determined that my driver is up to date. But programming still fails in the IDE with:
Program Size:
Flash: 20% (5958 bytes out of 28672 bytes max)
RAM: 168 bytes
avrdude.exe: ser_open(): can't open device "\.\COM14": The system cannot find the file specified.
avrdude.exe: ser_send(): write error: sorry no info avail
14 is the correct COm port as reported in Control Panel. The device is badged as a Pro Micro and has a single processor on board (MEGA32U4).