Makes more sense. There are some USB cables out there that actually don’t support data connections and only work for charging. I would first make sure you’re not running into that. Next, and I can’t speak specifics for Canon cameras, some digital cameras when connected by USB need to be in a particular mode to start that process. Pressing the Preview button may be one step of that but there may also be a setting that controls how the camera presents itself to the computer that needs to be changed. Generally, some cameras support a mass storage mode or a camera/USB mode. The difference is whether the computer should see the camera as a storage drive or a camera it can control. Normally, you want the mass storage mode.
The “No Name” you’re used to clicking in the sidebar is what you get when you plug in an SD card without a name. Clicking it would bring up the import screen to import your photos. It should work the same with the camera connected except it may be named with your camera model instead. But first you need to get it connected properly by verifying the right type of cable, that the settings for your camera are correct and that it’s in a mode to allow the USB connection from the computer.
Also, since you mention it, to reduce the risk of damaging an SD card, be sure to eject it using the on-screen eject command before physically removing it from a computer. If it’s in a camera be sure the device is powered off and that any flashing lights on the camera have stopped flashing which could indicate that data is still being written to the card.