USB out to Phone monitor

I’m hoping someone can help answer this mystery. I’m attempting USB out to an Android phone, but the Z Cam app doesn’t register a USB icon. The Connect icon either says Wifi (when I’m connected that way) or an X when not. I’ve tried on two phones now. Can I connect this way? Do people think it’s a phone issue (I have one phone that won’t connect any which way, but it’s done that for all of my devices).

Thanks!