Here No mobile device is selected. Click on "Mobile Phone Connection Wizard" to start connection process.
Wizard shows connected device list, select particular COM Port to view corresponding device details including COM Port, Manufacturer, Model etc. Now tap 'Use Selected Device to Send SMS' button.
After selecting mobile device, Load Contacts and choose options like Delayed Delivery, Exclusion Rules, Save Sent Items etc as per your requirements.
Message sending process is going on.