You must have an appropriate cable and a system on which to run Chirp. Yaesu makes and sells a cable for 75 US$ (SCU-19; they’re VERY proud of it, apparently!) The cable that comes with the radio will not work for regular programming, as far as I can tell it is only used to update the firmware.
Other folks have had trouble with third party cables (not necessarily just with FT2DR) because of counterfeit/broken chips in the cables.