Kensington Thunderbolt SD2600T Quick Start Manual page 6

6. Initial Thunderbolt 4 Connection for Windows.
In the message dialogue box, "New Thunderbolt device has been attached," click "OK."
6.1. If you'd like, you can choose to manage Thunderbolt 4 devices and settings later.
6.2. You can also use this panel to view attached devices, approved attached devices, manage approved devices, adjust settings, and exit.