Does it list the COM port at all in the drop down? As an "Arduino Leonardo"? If you bring up the Device Manager and browse to Ports (COM & LPT) is it listed under there?
If not, I'd suggest the old USBDeview clean-up of unwanted COM ports/drivers and see if that fixes it... (in the user guide)
www.nirsoft.net/utils/usb_devices_view.html
Device manager shows Arduino Leonardo on COM 8.
When I load the GUI only COM 1 appears in the drop down.