When you have connected the module to your PC via USB and you have successfully installed the USB driver (which you did as you say), the module will be visible as a virtual COM port. You now have to look up which COM port this is. To do that, open the Device Manager in Windows and there open the Connections (COM and LPT) branch. There you will be able to see a COM port which is named "Trinamic TMCM-140 (virtual COM)", and behind that name you will see the COM port number (e.g. "COM9").
Now, open the "Connection" tab in the Options dialogue of the TMCL-IDE (Menu Setup/Options), and select "RS232/RS485" as the connection type. Select the COM port that you have seen in the device manager as the COM port. Baud rate does not matter in this case (leave it at 9600, but it could be any setting). The address setting must be set to 1.
Now open the direct mode dialogue and you should be able to control the module via USB.